Serguei Pergamenchtchikov

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Adaptive efficient robust sequential analysis for autoregressive big data models Sequential Analysis	2025-01-06	Paper
Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models Journal of Mathematical Analysis and Applications	2023-11-08	Paper
Minimax and pointwise sequential changepoint detection and identification for general stochastic models Journal of Multivariate Analysis	2022-05-23	Paper
Minimax and pointwise sequential changepoint detection and identification for general stochastic models (available as arXiv preprint)	2021-08-11	Paper
Hedging problems for Asian options with transactions costs	2020-01-06	Paper
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis Journal of Multivariate Analysis	2019-11-22	Paper
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data Statistical Inference for Stochastic Processes	2018-04-16	Paper
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data (available as arXiv preprint)	2015-10-10	Paper
Stochastic differential equations of second order with a small parameter	2015-07-07	Paper

Research outcomes over time

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