Vorobeichikov Sergey Erikovich

Publications in Math-Net.Ru

1. On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
   
   Avtomat. i Telemekh., 2017, no. 10,  90–108
2. Guaranteed detection of an imbalance instant of the GARCH-process
   
   Avtomat. i Telemekh., 2006, no. 12,  56–70
3. Detection of a change point in an autoregression process observed with noise
   
   Avtomat. i Telemekh., 2000, no. 3,  76–89
4. On the detection of a change in the mean of a sequence of random variables
   
   Avtomat. i Telemekh., 1998, no. 3,  50–56
5. Characteristics of a procedure for the detection of sudden change in an autoregression process with an unknown noise distribution
   
   Avtomat. i Telemekh., 1992, no. 2,  68–75
6. Change-Point Detection in a Linear Stochastic System from Noisy Observations
   
   Probl. Peredachi Inf., 28:3 (1992),  68–75
7. On the detection of change points in dynamical systems
   
   Avtomat. i Telemekh., 1990, no. 3,  56–68
8. A sequential method for detection of faults in random processes of the recurrent type
   
   Avtomat. i Telemekh., 1984, no. 5,  27–38
9. Confidence estimation of parameters of stochastic dynamic systems with conditionally gaussian noises
   
   Avtomat. i Telemekh.,  0