A. Pepelyshev

activity

20052022

most citedOptimal designs for a class of nonlinear regression models

42 citations · 138 across the 15 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.ST2019

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 $y (x) = θ^{⊤} f (x) + ε (x)$ , where errors $ε (x)$ are correlate…

stat.CO2019

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 $[0, A]$ with absorption at a fixed $A > 0$ . We derive analytically a clos…