This photo came from a documentary. I know that it is Grand Duchess Anastasia, because she was the only one of the children to have a fringe. It appears that her bed has been moved next to the window. Her hair has always looked strange to me in this picture because it appears to be cropped. However, Grand Duchess Anastasia only had her hair cut short once, in June 1917 so it must be pulled back somehow. (It doesn’t really help that the picture is a bit blurry.) Although Anastasia was notorious for staging “trick” photographs (you may be familiar with the double exposure of Anastasia “sleeping” with a ghostly Nicholas bending over her) I believe this may have been taken during one of her bouts with bronchitis during the Great War.