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Aleksey S. Polunchenko

Identifiers

  • name variant Aleksey S. Polunchenko 0.60 · backfill

Papers (26)

  1. On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion stat.CO · 2019 · author #2
  2. Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval stat.CO · 2019 · author #2
  3. Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval stat.ME · 2018 · author #1
  4. A Note on the Quasi-Stationary Distribution of the Shiryaev Martingale on the Positive Half-Line math.PR · 2017 · author #1
  5. Comparative Performance Analysis of the Cumulative Sum Chart and the Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated Data stat.CO · 2017 · author #1
  6. Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift stat.ME · 2017 · author #1
  7. Asymptotic Near-Minimaxity of the Randomized Shiryaev-Roberts-Pollak Change-Point Detection Procedure in Continuous Time math.ST · 2016 · author #1
  8. Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts a Headstart stat.AP · 2016 · author #1
  9. On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion math.ST · 2016 · author #1
  10. A Note on Efficient Performance Evaluation of the Cumulative Sum Chart and the Sequential Probability Ratio Test stat.ME · 2016 · author #1
  11. Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup math.ST · 2016 · author #1
  12. An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion stat.ME · 2016 · author #1
  13. Real-time financial surveillance via quickest change-point detection methods stat.AP · 2015 · author #2
  14. On Robustness of the Shiryaev-Roberts Procedure for Quickest Change-Point Detection under Parameter Misspecification in the Post-Change Distribution stat.CO · 2015 · author #2
  15. An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations stat.ME · 2014 · author #3
  16. Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup stat.CO · 2013 · author #1
  17. Quickest Change-Point Detection: A Bird's Eye View math.ST · 2013 · author #1
  18. Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data stat.AP · 2013 · author #1
  19. An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure stat.CO · 2013 · author #1
  20. Efficient Computer Network Anomaly Detection by Changepoint Detection Methods stat.AP · 2012 · author #2
  21. Nearly Optimal Change-Point Detection with an Application to Cybersecurity math.ST · 2012 · author #1
  22. State-of-the-Art in Sequential Change-Point Detection math.ST · 2011 · author #1
  23. Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures math.ST · 2010 · author #3
  24. Numerical Comparison of Cusum and Shiryaev-Roberts Procedures for Detecting Changes in Distributions stat.CO · 2009 · author #2
  25. A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures stat.CO · 2009 · author #2
  26. On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution math.ST · 2009 · author #1

Mentions

  • 1509.01570 #2 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1504.04722 #2 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1408.6937 #3 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1312.5002 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1310.3285 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1307.7126 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1307.3214 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1212.1829 #2 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1202.2849 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1109.2938 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 1005.1129 #3 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 0908.4119 #2 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 0907.3521 #2 · backfill · confidence 0.70 Aleksey S. Polunchenko
  • 0904.3370 #1 · backfill · confidence 0.70 Aleksey S. Polunchenko

Frequent Coauthors