P. Chigansky

440 citations
27 papers · 291 · h-index 7

Impact in

    • Stability and Control of Uncertain Systems
    • Stability and Controllability of Differential Equations
    • Control and Stability of Dynamical Systems
    • Adaptive Control of Nonlinear Systems
    • Control Systems and Identification
  • Finance top 10%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling

Papers in

    • Stochastic processes and financial applications 16
    • Financial Risk and Volatility Modeling 11
    • Markov Chains and Monte Carlo Methods 4
    • Statistical Methods and Inference 4

P. Chigansky

24 papers receiving 273 citations

Peers

P. Chigansky
Comparison fields: 5 of 44
  • Control and Systems Engineering 167
  • Finance 70
  • Statistics and Probability 31
  • Mathematical Physics 30
  • Computer Networks and Communications 75
Replace Paul Raynaud de Fitte with:
Paul Raynaud de Fitte France
Nina V. Zadoianchuk Ukraine
Onno van Gaans Netherlands
Jiezhong Zou China
Shui-Hung Hou Hong Kong
Vladimir S. Korolyuk Ukraine
Paul H. Bezandry United States
Xiaoli Wei China
Andreas Basse-O’Connor Denmark
Mou-Hsiung Chang United States
P. Chigansky relative to Paul Raynaud de Fitte France Paul Raynaud de Fitte's profile →
Citations per field
00.5×2.6×
Paul Raynaud de Fitte · 1×
Citations per year

Countries citing papers authored by P. Chigansky

Since Specialization
Citations

This map shows the geographic impact of P. Chigansky's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by P. Chigansky with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites P. Chigansky more than expected).

Fields of papers citing papers by P. Chigansky

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by P. Chigansky. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by P. Chigansky. The network helps show where P. Chigansky may publish in the future.

Co-authors

The 9 scholars most cited alongside P. Chigansky, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with P. Chigansky Line = papers co-authored together P. Chigansky links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 27 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2009152
2 200432
3 201718
4 200612
5
Maximum likelihood estimator for hidden Markov models in continuous time
200910
6 20069
7 20198
8 20166
9 20196
10 20106
11 20184
12 20064
13
STABILITY OF NONLINEAR FILTERS: A SURVEY
20063
14 20093
15 20113
16
Mixed fractional Brownian motion: the filtering perspective
20122
17 20122
18
The maximum likelihood drift estimator for mixed fractional Brownian motion
20122
19 20232
20 20202

About P. Chigansky

P. Chigansky is a scholar working on Finance, Statistics and Probability, Control and Systems Engineering, Artificial Intelligence and Economics and Econometrics, having authored 27 papers that have together received 291 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (11 papers), Target Tracking and Data Fusion in Sensor Networks (6 papers), Complex Systems and Time Series Analysis (5 papers), Markov Chains and Monte Carlo Methods (4 papers), Stochastic processes and statistical mechanics (4 papers), Statistical Methods and Inference (4 papers) and Stability and Controllability of Differential Equations (3 papers). The work is most often cited by research in Control and Systems Engineering (167 citations), Finance (70 citations), Statistics and Probability (31 citations), Mathematical Physics (30 citations) and Computer Networks and Communications (75 citations). P. Chigansky has collaborated with scholars based in Israel, France and United States. Frequent co-authors include Michael Margaliot, Marina Kleptsyna, R. Liptser, Peter H. Baxendale, Fima C. Klebaner, A. D. Barbour, Ya’acov Ritov, Yury A. Kutoyants and B.Z. Bobrovsky. Their work appears in journals such as SIAM Journal on Control and Optimization, Bernoulli, IEEE Transactions on Information Theory, IEEE Transactions on Automatic Control and Systems & Control Letters.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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