Grigory Sokolov

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
Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup Applied Stochastic Models in Business and Industry	2024-07-12	Paper
Detecting an intermittent change of unknown duration Sequential Analysis	2023-08-08	Paper
Nearly Optimal Adaptive Sequential Tests for Object Detection IEEE Transactions on Signal Processing	2022-09-23	Paper
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach Methodology and Computing in Applied Probability	2017-09-18	Paper
On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution Communications in Statistics. Simulation and Computation	2017-06-13	Paper
Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection IEEE Transactions on Information Theory	2017-04-28	Paper
An exact formula for the average run length to false alarm of the generalized Shiryaev-Roberts procedure for change-point detection under exponential observations Springer Proceedings in Mathematics & Statistics	2016-11-18	Paper
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure Sequential Analysis	2014-04-30	Paper
Quickest Change-Point Detection: A Bird's Eye View	2013-10-11	Paper

Research outcomes over time

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