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Polunchenko, Aleksey S.

Author ID: polunchenko.aleksey-s Recent zbMATH articles by "Polunchenko, Aleksey S."
Published as: Polunchenko, Aleksey S.; Polunchenko, A. S.
External Links: MGP · ORCID

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 156 times in 68 Documents Cited by Year
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
36
2010
State-of-the-art in sequential change-point detection. Zbl 06124706
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
19
2012
A numerical approach to performance analysis of quickest change-point detection procedures. Zbl 1214.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
18
2011
Numerical comparison of CUSUM and Shiryaev-Roberts procedures for detecting changes in distributions. Zbl 1175.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
17
2009
Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232
Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S.
16
2012
On the quasi-stationary distribution of the Shiryaev-Roberts diffusion. Zbl 1362.62158
Polunchenko, Aleksey S.
9
2017
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach. Zbl 1373.62423
Polunchenko, Aleksey S.; Sokolov, Grigory
7
2016
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup. Zbl 1338.62183
Polunchenko, Aleksey S.
5
2016
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. Zbl 1319.62175
Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu
5
2014
Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis
4
2012
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184
Polunchenko, A. S.
4
2018
Asymptotic exponentiality of the first exit time of the Shiryaev-Roberts diffusion with constant positive drift. Zbl 1489.62257
Polunchenko, Aleksey S.
3
2017
A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078
Polunchenko, A. S.; Martínez, S.; Martín, J. San
3
2019
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. Zbl 1408.60070
Polunchenko, Aleksey S.; Pepelyshev, Andrey
3
2018
Real-time financial surveillance via quickest change-point detection methods. Zbl 1388.62236
Pepelyshev, Andrey; Polunchenko, Aleksey S.
2
2017
On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Zbl 1364.62214
Du, Wenyu; Polunchenko, Aleksey S.; Sokolov, Grigory
2
2017
Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data. Zbl 1414.62513
Polunchenko, Aleksey S.; Raghavan, Vasanthan
2
2018
On the evaluation of an integral involving the Whittaker \(W\) function. Zbl 1448.33010
Polunchenko, Aleksey S.; Pepelyshev, Andrey
1
2021
On the evaluation of an integral involving the Whittaker \(W\) function. Zbl 1448.33010
Polunchenko, Aleksey S.; Pepelyshev, Andrey
1
2021
A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078
Polunchenko, A. S.; Martínez, S.; Martín, J. San
3
2019
Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184
Polunchenko, A. S.
4
2018
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. Zbl 1408.60070
Polunchenko, Aleksey S.; Pepelyshev, Andrey
3
2018
Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data. Zbl 1414.62513
Polunchenko, Aleksey S.; Raghavan, Vasanthan
2
2018
On the quasi-stationary distribution of the Shiryaev-Roberts diffusion. Zbl 1362.62158
Polunchenko, Aleksey S.
9
2017
Asymptotic exponentiality of the first exit time of the Shiryaev-Roberts diffusion with constant positive drift. Zbl 1489.62257
Polunchenko, Aleksey S.
3
2017
Real-time financial surveillance via quickest change-point detection methods. Zbl 1388.62236
Pepelyshev, Andrey; Polunchenko, Aleksey S.
2
2017
On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Zbl 1364.62214
Du, Wenyu; Polunchenko, Aleksey S.; Sokolov, Grigory
2
2017
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach. Zbl 1373.62423
Polunchenko, Aleksey S.; Sokolov, Grigory
7
2016
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup. Zbl 1338.62183
Polunchenko, Aleksey S.
5
2016
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. Zbl 1319.62175
Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu
5
2014
State-of-the-art in sequential change-point detection. Zbl 06124706
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
19
2012
Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232
Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S.
16
2012
Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis
4
2012
A numerical approach to performance analysis of quickest change-point detection procedures. Zbl 1214.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
18
2011
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
36
2010
Numerical comparison of CUSUM and Shiryaev-Roberts procedures for detecting changes in distributions. Zbl 1175.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
17
2009
all top 5

Cited by 112 Authors

14 Polunchenko, Aleksey S.
10 Tartakovsky, Alexander G.
4 Han, Dong
4 Sokolov, Grigory
3 Pepelyshev, Andrey
3 Zhigljavsky, Anatoly A.
2 Du, Wenyu
2 Knoth, Sven
2 Lazariv, Taras
2 Li, Kexuan
2 Moustakides, George V.
2 Noonan, Jack
2 Pergamenchtchikov, Serguei M.
2 Schmid, Wolfgang
2 Steland, Ansgar
2 Tsung, Fugee
2 Wu, Yanhong
2 Xian, Jinguo
2 Yan, Hao
1 Abgrall, Dominique
1 Andrade, Sandro C.
1 Athey, Alex
1 Austin, Edward
1 Banerjee, Swarnali
1 Barenholz-Goultschin, Orit
1 Bian, Jiangze
1 Boubaker, Sabri
1 Brown, Marlo
1 Brugnano, Luigi
1 Burch, Timothy R.
1 Chan, Ngai Hang
1 Conover, William Jay
1 Cordero-Franco, Álvaro Eduardo
1 Dayanik, Savas
1 Eckley, Idris A.
1 Fearnhead, Paul
1 Ford, Jason J.
1 Fromont, Magalie
1 Gao, Lei
1 Grela, Fabrice
1 Griffin, Jim E.
1 Guan, Yongtao
1 Guo, Yi
1 Habart, Marine
1 Hadjiliadis, Olympia
1 Heidari, Hossein
1 Hilgert, Nadine
1 Holte, Sarah E.
1 Horváth, Lajos
1 Hu, Jiuyun
1 Huang, Hui
1 Ivanovs, Jevgeņijs
1 James, Jasmin
1 Karamati, Mahdi Rezaei
1 Kokoszka, Piotr S.
1 Krawiec, Michał
1 Le Guével, Ronan
1 Li, Zhonghua
1 Liptser, Robert
1 Liu, Zhenya
1 Ludkovski, Michael
1 Madrid-Padilla, Oscar-Hernan
1 Mei, Yajun
1 Mititelu, Gabriel
1 Molloy, Timothy L.
1 Motavalli, Hossein
1 Mukhopadhyay, Nitis
1 Ng, Wai Leong
1 Palmowski, Zbigniew
1 Perusquía, José A.
1 Peskir, Goran
1 Płociniczak, Łukasz
1 Pollak, Moshe
1 Rafajłowicz, Ewaryst
1 Raghavan, Vasanthan
1 Rainer, Catherine
1 Reinhart, Alex
1 Rodosthenous, Neofytos
1 Romano, Gaetano
1 San Martín, Jaime
1 Scott, James G.
1 Sergeev, Yaroslav Dmitrievich
1 Sezer, Semih Onur
1 Shao, Xiaofeng
1 Shauly-Aharonov, Michal
1 Sow, Aliou
1 Spivak, Valentin S.
1 Tercero-Gómez, Vìctor Gustavo
1 Verdier, Ghislain
1 Vila, Jean-Pierre
1 Villa, Cristiano
1 Villanueva-Guerra, Elena Cristina
1 Vovk, Vladimir G.
1 Wang, Ming
1 Wang, Runmin
1 Wang, Shixuan
1 Wang, Zhaojun
1 Weidauer, Sabine
1 Wu, Teng
1 Xu, Ganggang
...and 12 more Authors

Citations by Year