Tartakovskii Alexander Georgievich

Publications in Math-Net.Ru

1. Nearly optimal sequential tests of composite hypotheses revisited
   
   Trudy Mat. Inst. Steklova, 287 (2014),  279–299
2. Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures
   
   Teor. Veroyatnost. i Primenen., 56:3 (2011),  534–565
3. Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
   
   Teor. Veroyatnost. i Primenen., 53:3 (2008),  500–515
4. Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
   
   Teor. Veroyatnost. i Primenen., 53:3 (2008),  472–499
5. General asymptotic Bayesian theory of quickest change detection
   
   Teor. Veroyatnost. i Primenen., 49:3 (2004),  538–582
6. Asymptotically minimax multialternative sequential rule for disorder detection
   
   Trudy Mat. Inst. Steklov., 202 (1993),  287–295
7. Efficiency of the Generalized Neyman–Pearson Test for Detecting Changes in a Multichannel System
   
   Probl. Peredachi Inf., 28:4 (1992),  49–59
8. Comparison of Some Sequential Rules for Detecting Changes in Distributions
   
   Probl. Peredachi Inf., 28:2 (1992),  21–29
9. Approximations in Sequential Rules for Discrimination of Complex Hypotheses and Their Precision in the Problem of Signal Detection from Postdetector Data
   
   Probl. Peredachi Inf., 28:1 (1992),  63–74
10. Asymptotically optimal sequential discrimination of several hypotheses for nonhomogeneous Gaussian processes in a nonsymmetric situation
    
    Teor. Veroyatnost. i Primenen., 36:3 (1991),  434–445
11. Sequential Testing of Many Simple Hypotheses with Independent Observations
    
    Probl. Peredachi Inf., 24:4 (1988),  53–66
12. Detection of Signals with Random Moments of Appearance and Disappearance
    
    Probl. Peredachi Inf., 24:2 (1988),  39–50
13. Optimal Detection of Random-Length Signals
    
    Probl. Peredachi Inf., 23:3 (1987),  39–47
14. Optimal Estimation of Scale Parameters
    
    Probl. Peredachi Inf., 22:3 (1986),  77–87
15. On Sequential Estimation of Intensity of Renewal Processes
    
    Probl. Peredachi Inf., 21:1 (1985),  40–47
16. Sequential Parameter Estimation and Filtering of Stochastic Processes
    
    Probl. Peredachi Inf., 18:4 (1982),  54–66
17. Sequential Testing of Composite Hypotheses with Dependent Nonstationary Observations
    
    Probl. Peredachi Inf., 17:1 (1981),  29–42
18. On simultaneous successive detection of signals and parameter estimation with a priori uncertainty
    
    Avtomat. i Telemekh., 1980, no. 3,  113–122