Электронная библиотека (репозиторий) Томского государственного университета
Pergamenshchikov, Serguei M.

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Add   Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
Authors: Pergamenshchikov, Serguei M. | Tartakovsky, Alexander G.
Source: Journal of multivariate analysis. 2019. Vol. 174. P. 104541 (1-20)
Type: статьи в журналах
Date: 2019
Description: A weighted Shiryaev–Roberts change detection procedure is shown to approximately minimize the expected delay to detection as well as higher moments of the detection delay among all change-point detect ... More
Add   Quickest change-point detection in time series with unknown distributions
Authors: Pergamenshchikov, Serguei M. | Tartakovsky, Alexander G.
Source: 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019. Rende, 2019. P. 29-33
Type: статьи в сборниках
Date: 2019
Description: We consider a problem of sequential detection of
Add   Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Authors: Pergamenshchikov, Serguei M. | Tartakovsky, Alexander G.
Source: Statistical inference for stochastic processes. 2018. Vol. 21, № 1. P. 217-259
Type: статьи в журналах
Date: 2018
Description: We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures associated with the maxi ... More
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