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researcher

S. Pergamenchtchikov

23 papers hereh-index 13445 citations57 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • last author18

Across the 23 of 23 papers where every author was matched, so the position is known.

fields
  • math.ST12
  • math.PR5
  • q-fin.PM4
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20042025
most citedThe tail of the stationary distribution of a random coefficient AR(q) model

64 citations · 113 across the 17 of their papers we have counts for

collaborators
Showing 2015 · math.STShow all

1 paper · 2 filters

math.ST2015★ 1 cited

Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data

Serguei M. Pergamenchtchikov, Alexander G. Tartakovsky

We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures asso…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.