42 citations · 138 across the 15 of their papers we have counts for
17 papers
Statistical Modelling for Improving Efficiency of Online Advertising
Irina Scherbakova, Andrey Pepelyshev, Yuri Staroselskiy +2
Real-time bidding has transformed the digital advertising landscape, allowing companies to buy website advertising space in a matter of milliseconds in the time it takes a webpage…
Prediction in regression models with continuous observations
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
We consider the problem of predicting values of a random process or field satisfying a linear model , where errors are correlate…
Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval
Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev
We consider the quasi-stationary distribution of the classical Shiryaev diffusion restricted to the interval with absorption at a fixed . We derive analytically a clos…
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
Aleksey S. Polunchenko, Andrey Pepelyshev
We derive analytic closed-form moment and Laplace transform formulae for the quasi-stationary distribution of the classical Shiryaev diffusion restricted to the interval wi…
Best linear unbiased estimators in continuous time regression models
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form…
Optimal designs for regression models with autoregressive errors structure
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
In the one-parameter regression model with AR(1) and AR(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least sq…