Aleksey S. Polunchenko

Available identifiers

zbMath Open polunchenko.aleksey-sMaRDI QIDQ620555

List of research outcomes

Publication	Date of Publication	Type
Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup	2024-07-12	Paper
More On the Quasi-Stationary Distribution of the Shiryaev--Roberts Diffusion	2023-10-30	Paper
Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval	2022-06-21	Paper
On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion	2021-03-02	Paper
On the evaluation of an integral involving the Whittaker \(W\) function	2020-09-14	Paper
Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data	2019-03-07	Paper
A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test	2019-02-08	Paper
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval	2019-01-03	Paper
Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time	2018-08-15	Paper
Real-time financial surveillance via quickest change-point detection methods	2018-05-14	Paper
Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift	2017-12-01	Paper
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach	2017-09-18	Paper
On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution	2017-06-13	Paper
On the quasi-stationary distribution of the Shiryaev–Roberts diffusion	2017-05-16	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	2016-11-18	Paper
Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup	2016-05-12	Paper
An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure	2014-04-30	Paper
Quickest Change-Point Detection: A Bird's Eye View	2013-10-11	Paper
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures	2013-06-12	Paper
State-of-the-art in sequential change-point detection	2013-01-11	Paper
Nearly Optimal Change-Point Detection with an Application to Cybersecurity	2012-10-19	Paper
State-of-the-Art in Sequential Change-Point Detection	2011-09-13	Paper
A numerical approach to performance analysis of quickest change-point detection procedures	2011-05-16	Paper
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution	2011-01-19	Paper
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions	2009-11-16	Paper

Research outcomes over time

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