Serguei Pergamenchtchikov

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 2

Top Topics

Change Point Detection

Top Venues

J. Multivar. Anal.

Publications

Serguei Pergamenchtchikov, Alexander G. Tartakovsky, Valentin S. Spivak
Minimax and pointwise sequential changepoint detection and identification for general stochastic models. J. Multivar. Anal. 190 (2022)
Serguei Pergamenchtchikov, Alexander G. Tartakovsky
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis. J. Multivar. Anal. 174 (2019)