The following pages link to Aleksey S. Polunchenko (Q620555):
Displaying 21 items.
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution (Q620556) (← links)
- Real-time financial surveillance via quickest change-point detection methods (Q1748623) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- State-of-the-art in sequential change-point detection (Q1930617) (← links)
- On the evaluation of an integral involving the Whittaker \(W\) function (Q2199771) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608) (← links)
- An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations (Q2833359) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- A numerical approach to performance analysis of quickest change-point detection procedures (Q2999741) (← links)
- Nearly Optimal Change-Point Detection with an Application to Cybersecurity (Q3165898) (← links)
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (Q3645039) (← links)
- Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (Q4580434) (← links)
- Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift (Q4596535) (← links)
- A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test (Q4620149) (← links)
- Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures (Q4925385) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
- On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910) (← links)
- An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (Q5413555) (← links)
