Serguei Pergamenchtchikov

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Publications

Citations

171

H-Index

Active since

2003

Affiliations

Laboratoire de Mathématiques Raphaël Salem(Current)

Université de Rouen Normandie

National Research Tomsk State University

Centre National de la Recherche Scientifique

Serguei Pergamenchtchikov is an author at Laboratoire de Mathématiques Raphaël Salem specializing in stochastic processes, probability theory, and time series analysis.

ORCID

Publications per year

2003–2022

Publications

The tail of the stationary distribution of a random coefficient AR(q) model

Claudia Klüppelberg, Serguei Pergamenchtchikov · The Annals of Applied Probability · 2004 · 63 citations · Full text

Engineering, Mathematics, Probability Theory +14

Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data

Serguei Pergamenchtchikov, Alexander G. Tartakovsky · Statistical Inference for Stochastic Processes · 2016 · 26 citations · Full text

Computing, Biostatistics, Computer Science +10

Renewal theory for functionals of a Markov chain with compact state space

Claudia Klüppelberg, Serguei Pergamenchtchikov · The Annals of Probability · 2003 · 23 citations · Full text

Engineering, Mathematics, Markov Decision Processes +13

General model selection estimation of a periodic regression with a Gaussian noise

Victor Konev, Serguei Pergamenchtchikov · Annals of the Institute of Statistical Mathematics · 2008 · 20 citations · Full text

Computing, Data Science, Statistical Learning +12

Extremal behaviour of models with multivariate random recurrence representation

Claudia Klüppelberg, Serguei Pergamenchtchikov · Stochastic Processes and their Applications · 2006 · 18 citations

Natural Sciences, Mathematics, Probability Theory +8

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