Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables.
- Published in:
- Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 873, doi. 10.1007/s11009-019-09769-7
- By:
- Publication type:
- Article
Works by ZHIGLJAVSKY, ANATOLY
Results: 33
1
2
A generalized golden-section algorithm for line search.
- Published in:
- IMA Journal of Mathematical Control & Information, 1998, v. 15, n. 2, p. 185, doi. 10.1093/imamci/15.2.185
- By:
- Publication type:
- Article
3
Prediction in regression models with continuous observations.
- Published in:
- Statistical Papers, 2024, v. 65, n. 4, p. 1985, doi. 10.1007/s00362-023-01465-6
- By:
- Publication type:
- Article
4
BLUE against OLSE in the location model: energy minimization and asymptotic considerations.
- Published in:
- Statistical Papers, 2023, v. 64, n. 4, p. 1187, doi. 10.1007/s00362-023-01423-2
- By:
- Publication type:
- Article
5
Bregman divergences based on optimal design criteria and simplicial measures of dispersion.
- Published in:
- Statistical Papers, 2019, v. 60, n. 2, p. 195, doi. 10.1007/s00362-018-01082-8
- By:
- Publication type:
- Article
6
Approximations of the boundary crossing probabilities for the maximum of moving weighted sums.
- Published in:
- Statistical Papers, 2018, v. 59, n. 4, p. 1325, doi. 10.1007/s00362-018-1015-z
- By:
- Publication type:
- Article
7
Extremal measures maximizing functionals based on simplicial volumes.
- Published in:
- Statistical Papers, 2016, v. 57, n. 4, p. 1059, doi. 10.1007/s00362-016-0767-6
- By:
- Publication type:
- Article
8
First passage times for Slepian process with linear and piecewise linear barriers.
- Published in:
- Extremes, 2021, v. 24, n. 3, p. 565, doi. 10.1007/s10687-021-00406-6
- By:
- Publication type:
- Article
9
Gradient algorithms for quadratic optimization with fast convergence rates.
- Published in:
- Computational Optimization & Applications, 2011, v. 50, n. 3, p. 597, doi. 10.1007/s10589-010-9319-5
- By:
- Publication type:
- Article
10
An exterior algebra approach to generalised variances and cross-covariances.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2025, v. 29, n. 8, p. 4247, doi. 10.1007/s00500-025-10600-4
- By:
- Publication type:
- Article
11
Discrete uniform and binomial distributions with infinite support.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2020, v. 24, n. 23, p. 17517, doi. 10.1007/s00500-020-05190-2
- By:
- Publication type:
- Article
12
Asymptotic behaviour of a family of gradient algorithms in ℝ<sup> d </sup> and Hilbert spaces.
- Published in:
- Mathematical Programming, 2006, v. 107, n. 3, p. 409, doi. 10.1007/s10107-005-0602-7
- By:
- Publication type:
- Article
13
Multivariate singular spectrum analysis for forecasting revisions to real-time data.
- Published in:
- Journal of Applied Statistics, 2011, v. 38, n. 10, p. 2183, doi. 10.1080/02664763.2010.545371
- By:
- Publication type:
- Article
14
Approximations for the boundary crossing probabilities of moving sums of normal random variables.
- Published in:
- Communications in Statistics: Simulation & Computation, 2021, v. 50, n. 11, p. 3547, doi. 10.1080/03610918.2019.1626889
- By:
- Publication type:
- Article
15
An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection.
- Published in:
- Communications in Statistics: Simulation & Computation, 2003, v. 32, n. 2, p. 319, doi. 10.1081/SAC-120017494
- By:
- Publication type:
- Article
16
Polynomial whitening for high-dimensional data.
- Published in:
- Computational Statistics, 2023, v. 38, n. 3, p. 1427, doi. 10.1007/s00180-022-01277-6
- By:
- Publication type:
- Article
17
Efficient Quantisation and Weak Covering of High Dimensional Cubes.
- Published in:
- Discrete & Computational Geometry, 2022, v. 68, n. 2, p. 540, doi. 10.1007/s00454-022-00396-7
- By:
- Publication type:
- Article
18
Estimation of the Treatment Difference in Multicenter Trials.
- Published in:
- Journal of Biopharmaceutical Statistics, 2004, v. 14, n. 4, p. 1037, doi. 10.1081/BIP-200035487
- By:
- Publication type:
- Article
19
Deriving Approximations in a Random Effects Model for Multicenter Clinical Trials with Binary Response.
- Published in:
- Communications in Statistics: Theory & Methods, 2007, v. 36, n. 3, p. 629, doi. 10.1080/03610920601001832
- By:
- Publication type:
- Article
20
Multi-Center Clinical Trials with Random Enrollment: Theoretical Approximations.
- Published in:
- Communications in Statistics: Theory & Methods, 2005, v. 34, n. 4, p. 955, doi. 10.1081/STA-200054422
- By:
- Publication type:
- Article
21
Analysis of performance of symmetric second‐order line search algorithms through continued fractions.
- Published in:
- IMA Journal of Mathematical Control & Information, 2001, v. 18, n. 2, p. 281, doi. 10.1093/imamci/18.2.281
- By:
- Publication type:
- Article
22
Improving exploration strategies in large dimensions and rate of convergence of global random search algorithms.
- Published in:
- Journal of Global Optimization, 2024, v. 88, n. 1, p. 1, doi. 10.1007/s10898-023-01308-6
- By:
- Publication type:
- Article
23
Multistart with early termination of descents.
- Published in:
- Journal of Global Optimization, 2021, v. 79, n. 2, p. 447, doi. 10.1007/s10898-019-00814-w
- By:
- Publication type:
- Article
24
Guest editors’ preface to the special issue devoted to the 2nd International Conference “Numerical Computations: Theory and Algorithms”, June 19-25, 2016, Pizzo Calabro, Italy.
- Published in:
- Journal of Global Optimization, 2018, v. 71, n. 1, p. 1, doi. 10.1007/s10898-018-0648-8
- By:
- Publication type:
- Article
25
Performance of global random search algorithms for large dimensions.
- Published in:
- Journal of Global Optimization, 2018, v. 71, n. 1, p. 57, doi. 10.1007/s10898-017-0535-8
- By:
- Publication type:
- Article
26
R. Paulavičius and J. Žilinskas: Simplicial global optimization.
- Published in:
- 2014
- By:
- Publication type:
- Book Review
27
Ya. D. Sergeyev, R. G. Strongin and D. Lera: Introduction to global optimization exploiting space-filling curves.
- Published in:
- 2014
- By:
- Publication type:
- Book Review
28
Optimization challenges in the structured low rank approximation problem.
- Published in:
- Journal of Global Optimization, 2013, v. 57, n. 3, p. 733, doi. 10.1007/s10898-012-9962-8
- By:
- Publication type:
- Article
29
Stopping rules in k-adaptive global random search algorithms.
- Published in:
- Journal of Global Optimization, 2010, v. 48, n. 1, p. 87, doi. 10.1007/s10898-010-9528-6
- By:
- Publication type:
- Article
30
Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis.
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 5, p. 395, doi. 10.1002/for.2244
- By:
- Publication type:
- Article
31
Predicting inflation dynamics with singular spectrum analysis.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2013, v. 176, n. 3, p. 743, doi. 10.1111/j.1467-985X.2012.01061.x
- By:
- Publication type:
- Article
32
A New Approach to Optimal Design for Linear Models With Correlated Observations.
- Published in:
- Journal of the American Statistical Association, 2010, v. 105, n. 491, p. 1093, doi. 10.1198/jasa.2010.tm09467
- By:
- Publication type:
- Article
33
Power of the MOSUM test for online detection of a transient change in mean.
- Published in:
- Sequential Analysis, 2020, v. 39, n. 2, p. 269, doi. 10.1080/07474946.2020.1767406
- By:
- Publication type:
- Article