Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDFBibTeX XMLCite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 1493.62483) Full Text: DOI
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. (English) Zbl 1431.62378 Sequential Anal. 37, No. 3, 322-341 (2018). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62M10 62L10 62B10 60J10 94A17 PDFBibTeX XMLCite \textit{V. Girardin} et al., Sequential Anal. 37, No. 3, 322--341 (2018; Zbl 1431.62378) Full Text: DOI HAL
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S. Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. (English) Zbl 1282.62042 Math. Methods Stat. 18, No. 1, 43-58 (2009). MSC: 62F10 62F12 62L10 62L12 PDFBibTeX XMLCite \textit{D. Fourdrinier} et al., Math. Methods Stat. 18, No. 1, 43--58 (2009; Zbl 1282.62042) Full Text: DOI
Klüppelberg, Claudia; Pergamenchtchikov, Serguei Renewal theory for functionals of a Markov chain with compact state space. (English) Zbl 1048.60065 Ann. Probab. 31, No. 4, 2270-2300 (2003). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60K05 60J05 60K15 60H25 PDFBibTeX XMLCite \textit{C. Klüppelberg} and \textit{S. Pergamenchtchikov}, Ann. Probab. 31, No. 4, 2270--2300 (2003; Zbl 1048.60065) Full Text: DOI Euclid
Konev, V.; Pergamenshchikov, S. Sequential estimation in stochastic approximation problem with autoregressive errors in observations. (English) Zbl 1052.93064 Sequential Anal. 22, No. 1-2, 1-29 (2003). Reviewer: Vlasta Kaňková (Praha) MSC: 93E25 62L20 90C59 PDFBibTeX XMLCite \textit{V. Konev} and \textit{S. Pergamenshchikov}, Sequential Anal. 22, No. 1--2, 1--29 (2003; Zbl 1052.93064) Full Text: DOI
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej Sequential generalized least squares estimator for an autoregressive parameter. (English) Zbl 0879.62072 Sequential Anal. 16, No. 1, 25-46 (1997). MSC: 62L12 62M10 PDFBibTeX XMLCite \textit{A. Dmitrienko} et al., Sequential Anal. 16, No. 1, 25--46 (1997; Zbl 0879.62072) Full Text: DOI
Konev, V. V.; Pergamenshchikov, S. M. On optimality of the fixed-accuracy estimate of the parameter in an explosive autoregressive process of the first order. (English) Zbl 0774.62090 Sequential Anal. 12, No. 1, 25-78 (1993). Reviewer: Z.Rychlik (Lublin) MSC: 62M10 62L12 PDFBibTeX XMLCite \textit{V. V. Konev} and \textit{S. M. Pergamenshchikov}, Sequential Anal. 12, No. 1, 25--78 (1993; Zbl 0774.62090) Full Text: DOI
Konev, V. V.; Pergamenshchikov, S. M. On truncated sequential estimation of the drifting parameter mean in the first order autoregressive models. (English) Zbl 0704.62064 Sequential Anal. 9, No. 2, 193-216 (1990). MSC: 62L12 62M10 PDFBibTeX XMLCite \textit{V. V. Konev} and \textit{S. M. Pergamenshchikov}, Sequential Anal. 9, No. 2, 193--216 (1990; Zbl 0704.62064) Full Text: DOI
Konev, V. V.; Pergamenshchicov, S. M. Truncated sequential estimation of the parameters in a random regression. (English) Zbl 0698.62080 Sequential Anal. 9, No. 1, 19-41 (1990). Reviewer: Z.Rychlik MSC: 62L12 62M10 62E20 PDFBibTeX XMLCite \textit{V. V. Konev} and \textit{S. M. Pergamenshchicov}, Sequential Anal. 9, No. 1, 19--41 (1990; Zbl 0698.62080) Full Text: DOI