Serguei Pergamenchtchikov

Available identifiers

Publication	Date of Publication	Type
Adaptive efficient robust sequential analysis for autoregressive big data models	2025-01-06	Paper
Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models	2023-11-08	Paper
Minimax and pointwise sequential changepoint detection and identification for general stochastic models	2022-05-23	Paper
Minimax and pointwise sequential changepoint detection and identification for general stochastic models	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	2019-11-22	Paper
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data	2018-04-16	Paper
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data	2015-10-10	Paper
Stochastic differential equations of second order with a small parameter	2015-07-07	Paper

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