Polunchenko Aleksey S

Presentations in Math-Net.Ru

1. Exact distribution of the generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup
   A. Polunchenko
   Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
   December 28, 2015 14:00   
2. ON EFFICIENT PERFORMANCE EVALUATION OF THE GENERALIZED SHIRYAEV–ROBERTS DETECTION PROCEDURE
   A. S. Polunchenko
   PreMoLab Seminar
   December 10, 2014 17:00