Answer
Person A is a knight, and person B is a knave.
Work Step by Step
Person A says "at least one of us is a knave" and person B says nothing.
If person A is telling the truth that at least one of A or B is a knave, then A must be a knight and B must be a knave. If person A is lying, then she must be a knave as a liar. This contradicts the true statement "neither of us is a knave," so person A must be a knight and person B must be a knave.