M. L. Kleptsyna

Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process

A. Breton, M. Kleptsyna, M. L. Kleptsyna, 2002 .

Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals

A. Le Breton, A. Breton, M. Kleptsyna, 2001 .

NEW FORMULAS CONCERNING LAPLACE TRANSFORMS OF QUADRATIC FORMS FOR GENERAL GAUSSIAN SEQUENCES

A. Le Breton, M. Viot, M. L. Kleptsyna, 2002 .

Filtering problems with exponential criteria for general Gaussian signals

A. Le Breton, M. Viot, M. Viot, 2009 .