Polunchenko Aleksey S

Publications in Math-Net.Ru

1. A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line
   
   Teor. Veroyatnost. i Primenen., 63:3 (2018),  565–583
2. Asymptotic near-minimaxity of the randomized Shiryaev–Roberts–Pollak change-point detection procedure in continuous time
   
   Teor. Veroyatnost. i Primenen., 62:4 (2017),  769–786
3. Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures
   
   Teor. Veroyatnost. i Primenen., 56:3 (2011),  534–565