PUBLICATIONS SERGUEI PERGAMENCHTCHIKOV

Publications

  1. Ouvrages
  2. Articles : Statistique
  3. Articles : Probabilité
  4. Articles: Mathématiques Financières
  5. Actes de conférences avec Comités de Lectures
  6.  Brevets

Ouvrages: Livres Publiés

two scale stochastic systems
   
 

Articles publiés dans des Revues avec Comité de Lecture

Statistiques

  1. Pergamenshchikov, S. M. (with Konev, V. V.) The Sequential Plans of Parameters Identification in Dynamic Systems. - Automat. and Remote Control, 1981,7, pp. 84-92.
  2. Pergamenshchikov, S. M. (with Konev, V. V.) Sequential Estimation of the Parameters of Random Processes with Continuous Time.- Mathematical statistics and its applications, Tomsk State University, Tomsk, 1981, 8, pp. 93-101.
  3. Pergamenshchikov, S. M. (with Konev, V. V.) On the Asymptotic Normality of the Sequential Estimate of the Parameter in an Autoregressive Process of
    the First Order. - Mathematical statistics and its applications, Tomsk State University, Tomsk, 1983, 9, pp. 117-129.
  4. Pergamenshchikov, S. M. (with Konev, V. V.) On the Number of Observations in Sequential Identification of Parameters in Dynamic Systems. - Automat. and Remote Control, 1984, 12, pp. 56-62.
  5. Pergamenshchikov, S. M. On the Duration of Sequential Estimation of the Parameters of Diffusion Processes. - Automat. of Stat. Calc., Novosibirsk Technical Institute, Novosibirsk, 1985, pp. 62-74.
  6. Pergamenshchikov, S. M. (with Konev, V. V.) Sequential Estimation of the Parameters of Diffusion Processes. - Problems of Inform. Trans., 1985, 21, 1,
    pp. 48-62.
  7. Pergamenshchikov, S. M. (with Konev, V. V.) On the Duration of Sequential Estimation of Parameters of Stochastic Processes in Discrete Time.- Stochastics, 1986, v.18, 2, pp. 133-154.
  8. Pergamenshchikov, S. M. (with Konev, V. V.) Sequential Estimation of the Parameters of Unstable Dynamical Systems. - Mathematical statistics and its
    applications, Tomsk State University, Tomsk, 1987, 11, pp.70-81.
  9. Pergamenshchikov, S. M. (with Konev, V. V.) On Guaranteed Estimation of the Parameters of Unstable Dynamical Systems.- Automat. and Remote Control, 1988, 11, pp. 130-140.
  10. Pergamenshchikov, S. M. (with Konev, V. V.) On Truncated Sequential Estimation of the Drifting Parameter Mean in the First Order Autoregressive Model. Sequential Analysis, 1990, v. 9, 2, pp. 193-206.
  11. Pergamenshchikov, S. M. (with Konev, V. V.) Truncated Sequential Estimation of the Parameters in a Random Regression.- Sequential Analysis, 1990, v. 9, 1, pp. 19-41.
  12. Pergamenshchikov, S. M. Asymptotic Properties of the Sequential Design for Estimating the Parameter of a First Order Autoregression.- Theory Probab.
    Appl., 1991, v. 36, 1, pp. 42-53.
  13. Pergamenshchikov, S. M. (with Konev, V. V.) Sequential Estimation of the Parameters of Linear Unstable Stochastic Systems with Guaranteed Accuracy.
    - Problems of Inform. Trans., 1992, v. 28, 4, pp. 35-48.
  14. Pergamenshchikov, S. M. (with Shiryaev, A. N.) On the Sequential Estimation of a Parameter of Stochastic Difference Equations with Random Coefficients. Theory Probab. Appl., 1992, v. 37, 3, pp. 482-501.
  15. Pergamenshchikov, S. M. (with Shiryaev, A. N.) On Reparametrization and Asymptotically Optimal Minimax Estimation in a Generalized Autoregressive
    model.- Annales Acad. Scientiarum Fen. Series A.I.Mathematica, 1992, v. 17, p.111-116.
  16. Pergamenshchikov, S. M. (with Konev, V. V.) On Truncated Sequential Estimation of the Parameters of Diffusion Processes. - Methods of Economical Analysis, Central Economical and Mathematical Institute of Russian Academy of Science, Moscow, 1992, p. 3-31.
  17. Pergamenshchikov, S. M. (with Konev, V. V.) On Optimality of the Fixed Accuracy Estimate of the Parameter in an Explosive Autoregressive Process of the First Order. - Sequential Analysis, 1993, v. 12, 1, p. 25-78.
  18. Pergamenshchikov, S. M. (with Konev, V. V.) Fixed Accuracy Estimation of Autoregression Parameters on the Basis of Sequential Correlation Method. -
    Proceedings of Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, 1993, v. 202, p. 149-169.
  19. Pergamenshchikov, S. M. (with Konev, V. V.) On Estimation of the Autoregressive Parameter on the Basis of Generalized Least Squares Method. -Russian
    Mathematical Surveys, 1995, v. 50, 6(306), pp.187-188
  20. Pergamenshchikov, S. M. (with Konev, V. V.) Guaranteed Estimation of the Basis of the Autoregressive Parameter on the Basis of Generalized Least Squares Method. - Theory Probab. Appl., 1996, v. 41, 4, p. 765-784.
  21. Pergamenshchikov, S. M. (with Konev, V. V.) On Asymptotic Minimaxity of Guaranteed Estimators of Autoregressive Parameters. Part 1. Stable Process
    Case. - Math. Methods in Statistics, 1996, v. 5, 2, p.125-153.
  22. Pergamenshchikov, S. M. (with Konev,V. V.) Guaranteed Estimation of a Periodic Signal under Autoregressive Noise with Unknown Parameters.- Problems of Inform. Trans., 1997, v.33, 4.
  23. Pergamenshchikov, S. M. (with Konev, V. V.) An Estimation of a periodic trend under the Autoregressive Noise. - Proceeding of Steklov Mathematical
    Institute Seminar, "Statistics and Control of Stochastic Processes". The Liptser Festschrift, Steklov Mathematikal Institute, 1995-1996, editors : Kabanov, Yu.M., Rozovskii, B.L., Shiryaev, A. N., World Scientific, Singapure, New Jersey, London, Hong Kong, 1997, p. 205-227.
  24. Pergamenshchikov, S. M. (with Dmitrienko, A. A. and Konev, V. V. ) On Guaranteed Estimation of Autoregressive Parameter on the Basis of Generalized
    Least Sguares Method with Unknown Noise Variance. - Sequential Analysis,1997, v. 16, 1, p. 25-46.
  25. Pergamenshchikov, S. M. (with Konev, V. V.) On Guaranteed Estimation of the Parameters of a Linear Regression with Dependent Noises. - Automat. and
    Remote Control, 1997, 2, pp. 75-84.
  26. Pergamenshchikov, S. M. (with Konev, V. V.) On Guaranteed Estimation of the Mean of An Autoregressive Process. -Annals of Statistics, 1997, v.25, 5, p.2127-2163.
  27. Pergamenshchikov,S. M. (with V. V.Konev) On Asymptotic Minimaxity of Guaranted Estimators of Autoregressive Parameters. Part 2. Explosive Process Case. Math. Methods in Statistics, 1998 v.7, N 1, p. 27-59.
  28. Pergamenshchikov, S. M. Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time.- Statistical Inference for Stochastic Process, 1999, v. 1, N 2, p. 197-223
  29. Pergamenshchikov, S. M. (with L. Galtchouk) Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes.- Mathematical Methods of Statistics, 2001, v.10, 3, p.316-330
  30. Pergamenshchikov, S. M. (with V. V.Konev) Sequential estimation in stochastic approximation problem with autoregressive errors in observation.- Sequential Analysis, 2003, v.22, 1 - 2, p. 1-29.
  31. Pergamenshchikov, S. M. (with V. V.Konev) Guaranteed estimation of a trigonometric polynomial by observations with an additive Gaussian noise having a
    rational density with unknown parameter. - Statistical Inference for Stochastic Process, 2003, 6, 3, p. 215-235.
  32. Pergamenshchikov, S. M. (with L. Galtchouk) Non-parametric sequential estimation of the drift in diffusion processes via model selection. - Mathematical
    Methods of Statistics, 2004, v.13, 1, p. 25-49
  33. Pergamenshchikov, S. M. (with L. Galtchouk) Non-parametric sequential mini-max estimation of the drift coefficient in diffusion processes. - Sequential Analysis, 2005, v.24, N3, p. 303-330.
  34. Pergamenshchikov, S. M. (with L. Galtchouk) Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes. - Statistical Inference for Stochastic Process, 2006, 9(1), p. 1-16
  35. Pergamenshchikov, S. M. (with L. Galtchouk) Asymptotically efficient estimates for non-parametric regression models. - Statistics and Probability Letters, 2006, v. 76, 8, p. 852-860
  36. Pergamenshchikov, S. M. (with D. Fourdrinier) Improved model selection method for a regression function with dependent noise. - Annals of Institut Stat.
    Math., 2007, 59, p. 435-464
  37. Pergamenchtchikov S.(with Arkoun O.) Nonparametric Estimation for an Autoregressive Model.- Vestnik Tomskogo Gosudarstvennogo Universiteta. Ser. Matematika. Mechanika, 2008, v.2(3). p. 20 - 30
  38. Pergamenshchikov, S. M. (with Galthouk, L.) Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models. - Journal of Nonparametric Statistics, 2009, 21, 1, p. 1-16
  39. Pergamenshchikov, S. M. (with Galthouk, L.) Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression. - Journal of the Korean Statistical Society, 2009, 38(4) p. 305 - 322.
  40. Pergamenshchikov, S. M. (with Fourdrinier, D. and Konev, V.) Truncated sequential estimation of the parameter of a first-order autoregressive process with dependent noises - Mathematical Methods of Statistics, 2009, 18, 1, 43-58
  41. Pergamenshchikov, S. M. (Konev, V.) Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities. - Vestnik Tomskogo
    Gosudarstvennogo Universiteta. Ser. Matematika. Mechanika, 2009, 3(7), 23-41
  42. Pergamenshchikov, S. M. (Konev, V.) Non-parametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency. Vestnik Tomskogo Gosudarstvennogo Universiteta. Ser. Matematika. Mechanika 2009, 4(8), 31-45.
  43. Pergamenshchikov, S. M. (with Konev, V.) General model selection estimation of a periodic regression with Gaussian noise. - Annals of the Institute of Statistical Mathematics, 2010, 62, 1083 - 1111.
  44. Pergamenshchikov, S. M. (with Galthouk, L.) Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Journal of Nonparametric Statistics, 2011, 23, 2, 255-285.
  45. Pergamenshchikov, S. M. (Konev, V.) Efficient robust nonparametric estimation
    in a semimartingale regression model. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2012, 48, 4, 1277-1244.
  46. Pergamenshchikov, S. M. (with Konev, V.V. and Pchelintsev, E.A.) Estimation of a Regression with the Pulse Type Noise from Discrete Data. Theory Probab. Appl., 2014, 58, (3), 442 – 457.                                               

47. Pergamenshchikov, S. M. (with Galtchouk, L.I.) Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. Bernoulli, 2015, 21 (4), 2569 - 2594.
48. Pergamenshchikov, S. M. (with Konev, V.) Robust model selection for a semi-martingale continuous time regression from discrete data. - Stochastic Processes and their Applications, 2015, 125 (1), 294–326.
49. Pergamenshchikov, S. M. (with Arkoun, O.) Sequential Robust Estimation for Nonparametric Autoregressive Models. - Sequential Analysis, 2016, 35 (4), 489 – 515
50. Pergamenshchikov, S. M. (with Tartakovsky, A.G. ) Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. - Statistical inference for stochastic processes, 2018, 21 (1), 217 – 259.

51. Pergamenshchikov, S. M. (with Pchelintsev, E.A. and Pchelintsev, V.A.) Non asymptotic sharp oracle inequality for the improved model selection procedures for the adaptive nonparametric signal estimation problem. - Communications, Scientific Letters of the University of Zilina, 2018, 20 (1), 72 – 76.
52. Pergamenshchikov, S. M. (with Pchelintsev, E.A.) Oracle inequalities for the stochastic differential equations. - Statistical inference for stochastic processes, 2018, 21 (2), 469 – 483.
53. Pergamenshchikov, S. M. (with Girardin, V. and Konev, V.) Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series. - Sequential Analysis, 2018, 37 (3), 322 – 341.
54. Pergamenshchikov, S. M. (with Barbu, V. and Beltaief, S.) Robust adaptive efficient estimation for semi - Markov nonparametric regression models. - Statistical inference for stochastic processes, 2019, 22, 2, 187–231
http ://dx.doi.org/10.1007/s11203-018-9186-8
55. Pergamenshchikov S. M. (with Barbu V.S. and Beltaief S.) Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data. - Theory of Probability and Its Applications (SIAM), 2019, 64 (1), 156 –157.
56. Pergamenshchikov S. (with Pchelintsev E. ) Improved model selection method for an adaptive estimation in semimartingale regression models. - Tomsk State University Journal of Mathematics and Mechanics, 2019, 58, 14 - 31.
57. Pergamenshchikov, S. M. (with Pchelintsev, E. and Marcokova, M.) Adaptive robust efficient methods for periodic signal processing observed with colours noises - Advances in Electrical and Electronic Engineering, 2019, 17, 3, 270 - 274.
DOI : 10.15598/aeee.v17i3.3132
http ://advances.utc.sk/index.php/AEEE/article/view/3132
58. Pergamenshchikov, S. M. (with Pchelintsev, E.A. and Pchelintsev, V.) Improved robust model selection methods for the Levy nonparametric regression in continuous time. – Journal of Nonparametric Statistics, 2019, 31 (3), p. 612–628.
https ://doi.org/10.1080/10485252.2019.1609672
59. Pergamenshchikov, S.M. (with Arkoun, O., Brua, J-Yv.) Sequential Model Selection Method for Nonparametric Autoregression - Sequential Analysis, 2019, 38 (4), 437 - 460
60. Pergamenshchikov, S.M. (with Tartakovsky, A.) Asymptotically optimal point-wis and minimax change-point detection for general stochastic models with a composite post-change hypothesis. - Journal of Multivariate Analysis, 174, November, 2019.
https ://doi.org/10.1016/j.jmva.2019.104541

61. Pergamenshchikov S. M. (with Barbu V.S. and Beltaief S.) Robust statistical signal processing in semi-Markov nonparametric regression models. - Annales de l’I.S.U.P., Pub. Inst. Stat. Univ. Paris 63, fasc. 2 - 3, 2019, 45 – 56
62. Pergamenshchikov, S. M. (with Beltaief, S. and Chernoyarov O.) Model selection for the robust efficient signal processing observed with small Levy noise. Annals of the Institute of Statistical Mathematics, 2020, 72, 1205 - 1235
63. Pergamenshchikov, S.M. (with Arkoun, O. and Brua, J-Yv.) Sequential Estimation for Nonparametric Autoregressive Models. - In : "Statistical Topics and Stochastic Models for Dependent Data with Applications" (Barbu, V. and Vergne, N. (Eds)), ISTE. Wiley. 2020, 139 – 166.
64. Pergamenchtchikov S.M. (with Ostankov A.V., Shchetinin N.N. and Chernoyarov O.V.) Broadband beam-forming circuit using microstrip multilayer couplers. International Journal on Communications Antenna and Propagation, 2020, 10, 5, 295 – 301.
65. Pergamenshchikov, S.M. (with Pchelintsev, E.) Efficient improved estimation method for non-Gaussian regression from discrete data. Springer Proceedings in Mathematics and Statistics, 2021 vol. 371, 164 – 177
66. Pergamenshchikov, S.M. (Pchelintsev, E. and Povzun, M.) Efficient estimation methods for non-Gaussian regression models in continuous time. - Annals of the Institute of Statistical Mathematics, 2022, 74, 113 - 142 DOI 10.1007/s10463- 021-00790-7,                  https ://doi.org/10.1007/s10463-021-00790-7
67. Pergamenshchikov, S. M. (with Galtchouk, L.I.) Adaptive efficient analysis for big data ergodic diffusion models. - Statistical inference for stochastic processes, 2022, 25, 127 – 158
DOI 10.1007/s11203-021-09241-9,
http ://link.springer.com/article/10.1007/s11203-021-09241-9
68. Pergamenchtchikov S. M. (with Barbu V.S. and Beltaief S.) Adaptive efficient estimation for generalized semi-Markov big data models. - Annals of the Institute of Statistical Mathematics, 2022, 74 (5), 925–955.
https ://doi.org/10.1007/s10463-022-00820-y
69. Pergamenshchikov, S. M. (with Girardin, V. and Konev, V.) Asymptotically Optimal Robust Information-Based Quick Detection for General Stochastic Models with Nonparametric Post-Change Uncertainty. - Sequential Analysis, 2022, 41 (1), 119 – 141
https ://doi.org/10.1080/07474946.2022.2043052
70. Pergamenchtchikov, S. M. (with Tartakovsky, A. and Spivak, V.) Minimax and pointwise sequential changepoint detection and identification for general stochastic models. - Journal of Multivariate Analysis, 190, July 2022, 104977.
https ://doi.org/10.1016/j.jmva.2022.104977

71. Pergamenshchikov, S. M. (with Pchelintsev, E. and Leshchinskaya, M. ) Improved estimation method for high dimension semimartingale regression models based on discrete data - Statistical inference for stochastic processes, 2022, 25, 3, p. 537 – 576.
https ://doi.org/10.1007/s11203-021-09258-0

Mathématiques financières

  1. Pergamenshchikov, S. M. (with A. G. Frolova, Yu. M. Kabanov) In the insurance business risky investments are dangerous. - Finance and Stochastics, 2002, v. 6, 2, p. 227-235.
  2. Pergamenshchikov, S. M. Limit theorem for Leland's strategy. - The Annals of Applied Probability, 2003, v. 13, 3, p. 1099-1118.
  3. Pergamenshchikov, S. M. (with Klüppelberg, C.) The tail of the stationary distribution of a random coefficient AR(q) process with applications to an ARCH(q) process. - The Annals of Applied Probability, 2004, v. 14, 2, p. 971-1005.
  4. Pergamenshchikov, S. M. (with Zeitouny, O.) Ruin probability in the presence of risky investments - Stochastic processes and their applications, 2006, 116, p. 267-278.
  5. Pergamenshchikov, S. M. (with Klüppelberg, C.) Extremal behaviour of models with multivariate random recurrence representation -Stochastic processes and their applications, 2007, 117, 4, p. 432-456.
  6. Pergamenshchikov, S. M. Erratum to : "Ruin probability in the presence of risky investments" [Stochastic processes and their applications, 2006, 116, p. 267-278]-Stochastic processes and their applications, 2009,119, 1, p. 305 - 306.
  7. Pergamenshchikov, S. M. (with Klüppelberg, C.) Optimal consumption and investment with bounded downside risk for power utility functions. In : F. Delbaen, M. Rásonyi and C. Stricker (Eds.) Optimality and Risk - Modern
    Trends in Mathematical Finance, Springer-Heidelberg-Dordrecht-London New York, 2009. p. 133-169.
  8. Pergamenshchikov, S. M. (with Klüppelberg, C.) Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions.- In : H. Albrecher, W. Runggaldier and W. Schachermayer (Eds.) Advanced Financial Modelling. Radon Ser. Comput. Appl. Math.,Walter de Gruyter, Berlin, 2009, 8, p. 245-273.
  9. Pergamenshchikov, S. M. (with Berdjane, B.) Optimal consumption and investment for markets with randoms coecients. -Finance and Stochastics, 2013, be published
    http://www.springerlink.com/content/086311n041l00nm5/fulltext.pdf
  10. Pergamenshchikov, S. M. (with Chouaf, B.) Optimal investment with bounded VaR for power utility functions. Yu. Kabanov (Ed.) The collection of papers dedicated to the 60th anniversary of Marek Musiela. Springer, 2012, accepted.
    http://hal.archives-ouvertes.fr/hal-00457354/fr
  11. Pergamenshchikov, S. M. (with Berdjane, B.) Sequential δ - optimal consumption and investment for stochastic volatility markets with unknown parameters. - Theory of Probability and its Applications, 2015, 60 (4), p. 628 – 659.

     12. Pergamenshchikov, S. M. (with Kabanov, Yu.) In the Insurance Business Risky Investments are Dangerous : the Case of Negative Risk Sums. - Finance and Stochastics, 2016, 20 (2), 355 – 379
    13. Pergamenshchikov, S. M. (with Nguyen, T.H.) Approximate hedging problem with transaction costs in stochastic volatility markets. - Mathematical Finance, 2017, 27(3), p. 832 - 865.
    14. Pergamenshchikov,S.M.(with Albosaily,S)Theoptimalinvestmentandconsump- tion for financial markets generated by the spread of risky assets for the power utility. - In Corazza, M., Durbán, M., Grané, A., Perna, C., Sibillo, M (eds) Mathematical and statistical methods for actuarial sciences and finance, Springer, Cham, MAF 2018, 33 – 37.
  15. Pergamenshchikov S. M. (with Albosaily S.) Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with power utility. - Theory of Probability and Its Applications (SIAM), 2019, 64 (1), 153 – 154.
  16. Pergamenshchikov, S.M. (with Nguyen, T.) Approximate hedging with constant proportional transaction costs in financial markets with jumps. - Theory of Probability and Its Applications (SIAM), 2020, 65 (2), 281 - 311.
  17. Pergamenshchikov, S.M. (with Kabanov, Yu.M.) Ruin probabilities for a Lévy- driven generalized Ornstein–Uhlenbeck process.- Finance and Stochastics, 2020, 24 (1), 39 – 69.
  18. Pergamenshchikov, S. M. (with Albosaily, S) Optimal Investment and Consumption for Multidimensional Spread Financial Markets with Logarithmic Utility. - Stats, 2021, 4 (4), 1012 – 1026. https ://www.mdpi.com/2571-905X/4/4/58
  19. Pergamenshchikov, S.M. (with Kabanov, Yu.M.) On ruin probabilities with investments in a risky asset with a regime-switching price. - Finance and Stochastics, 2022, 26, 877 – 897. https ://doi.org/10.1007/s00780-022-00483-w

Probabilités

  1. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) On Singularly Perturbed Stochastic Equations and Partial Differential Equations. - Soviet Math. Dokl.,
    1990, v. 41, 2, pp. 328-331.
  2. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) On the Attainability Sets for Controlled Stochastic Differential Equations. - Russian Mathematical Surveys, 1991, v. 46,1, pp. 209-210.
  3. Pergamenshchikov, S. M. (with Kabanov, Yu. M. and Stoyanov, J.M.) Asymptotic Expansions for Singularly Perturbed Stochastic Differential Equations.-
    New Trends in Prob. and Stat.,VSP/Mokslas, 1991, p. 413-435.
  4. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) Optimal Control of Singularly Perturbed Stochastic Linear Systems. - Stochastics and Stochastics Reports, 1991, v. 36, pp. 109-135.
  5. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) Singular Pertubations of Stochastic Differential Equations : the Tikhonov theorem. - Math. USSR Sbornik,1992, v. 71, 1, pp. 15-27.
  6. Pergamenshchikov, S. M. Asymptotic Expansions for Models with Both Quick and Slowly Variables Specified by Singularly Perturbed Stochastic Systems of Stochastic Differential Equations. - Russian Mathematical Surveys, 1994, v. 49, 4, p. 1-44.
  7. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) Large Deviations for Singular Perturbed Stochastic Differential Equations. - Russian Mathematical Surveys,1995, v. 50, 5, p. 989-1013.
  8. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems. - SIAM J.
    Control, 1997, v. 35, 1, p. 134-159.
  9. Pergamenshchikov, S. M. (with Klüppelberg, C.) Renewal theory for functionals of a Markov chain with compact state space. - Annals of Probability, 2003, v.31, 4, p. 2270 - 2300.
  10. Pergamenshchikov, S. M. (with L. Galtchouk) Uniform concentration inequality for ergodic diffusion processes. - Stochastic processes and their applications, 2007, v. 7, p. 830-839.
  11. Pergamenshchikov, S. M. (with L. Galtchouk) Uniform concentration inequality for ergodic diffusion processes observed at discrete times. - Stochastic processes and their applications, 2013, v. 123, 1, p. 91 - 109.
  12. Pergamenshchikov, S. M. (with L. Galtchouk) Geometric ergodicity for classes of homogeneous Markov chains. - Stochastic Processes and their Applications, 2014, v. 124, 10, p. 3362-3391
    13. Pergamenshchikov, S. M. (with M.Kamenskii and M. Quincampoix) Second- order differential equations with random perturbations and small parameters. Proceedings of the Royal Society of Edinburgh Section A : Mathematics, 2017, v. 147, 4, August, pp. 763 – 779

Actes de Conférences avec Comité de Lecture

  1. Pergamenshchikov, S. M. (with Konev, V. V.) On Sequential Method for Parameters in stochastic Process. - 8th Russian Conference on Coding Theory and Informarion Transmission, Proc. of a conférence, Moscow- Kuibyshev, Russia, 1981, v.4, pp. 68-72.
  2. Pergamenshchikov, S. M. (with Konev, V. V.) Asymptotic Properties of Sequential Estimation Plans for Parameters in Random Processes. - Russian Conference "Application of statistical methods to control problems", Perm, Russia, 1984, pp. 124-125.
  3. Pergamenshchikov, S. M. On Guaranteed Estimation of Autoregressive Parameters.- Second Symp. on Statistical Measurements and application of microsoft wear, Proc.of Symp., Riga, Latvia, 1984, v.3, pp. 74-78.
  4. Pergamenshchikov, S. M. (with Konev, V. V.) On Sequential Estimation Plans for Autoregression Parameters. - 4th International Vilnius Conference on Probability Theory and Mathematical Statistics, Proc. of a Conference, Vilnius, Lithunia, 1985,v.2, pp. 54-55.
  5. Pergamenshchikov, S. M. (with Konev, V. V.) On Sequential Estimation of Parameters in Stochastic Dynamical Systems. - Proc. of 6th Seminar on Nonparametric and Robust Methods of Statistics in Cybernetics, Tomsk State University, Tomsk, 1987,v.1, pp. 202-214.
  6. Pergamenshchikov, S. M. (with Konev, V. V.) Sequential Parameter Estimation in Unstable Processes. - 9th Conf. on Coding Theory and Information Trans., Odessa, Russia, 1988, pp. 33-34.
  7. Pergamenshchikov, S. M. (with Konev, V. V.) On Estimation of Autoregression Process with Bounded Sample Volume. - Trans. of 3th Conf. "Perspective Planning Methods and Analysis of Random Fields and Processes", Grodno, Belorussia, Sept.,1988, v.3, pp. 52-53.
  8. Pergamenshchikov, S. M. (with Konev, V. V.) Truncated Sequential Estimation of Autoregressive parameters. - 5th International Vilnius Conference on Probability Theory and Mathematical Statistics, Proc. of a Conference, Vilnius, Lithunia, 1989, v.3, pp. 307-308.
  9. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) Singularly Perturbed Stochastic Differential Equations. - 5th International Vilnius Conference on Probability Theory and Mathematical Statistics, Proc. of a conference, Vilnius, Lithunia, 1989, v.3, pp. 263-265.
  10. Pergamenshchikov, S. M. (with Konev, V. V.) Sequential Estimation of Autoregressive Parameters in the Presence of Drift. - Trans. of Conf. "Math. and Programming Tool for Data Analysis", Minsk State University, Minsk, Belorussia, 1990, pp. 113.
  11. Pergamenshchikov, S. M. (with Kabanov, Yu. M.) On Optimal Control of Singularly Perturbed Stochastic Differential Equations. - Modeling, Estimation and Control of Systems with Uncertainty, Proc. of a Conference, Sopron, Hungary, September, Birhauser, 1990, pp. 200 - 209.
  12. Pergamenshchikov, S. M. Asymptotic Expansions for Systems of Singularly Perturbed Stochastic Differential Equations. - Proc. of a International Russian Conference "Stochastic Methods of Analysis", "TVP", Moscow, 1994, p. 91-93.
  13. Pergamenshchikov, S. M. (with Konev, V. V.) Estimate for the Autoregression Parameter with the Property of Uniform Asymptotic Normality on the Whole Line. -"Limiting Theorems and Relevant Problems", Proceedings of the International Seminar, Omsk Russia, 1995, pp. 26-28.
  14. Pergamenshchikov, S. M. (with Konev, V. V.) On Guaranteed Identification of Stochastic Dynamic Systems. - Proceedings of the 13th IFAC world congress, San-Francisco, USA, Pergamon Press, 1996, v. H, p. 533-538.
  15. Pergamenshchikov, S. M. Tail behaviour of the Stationary Distribution of a Random Coefficient Autoregressive Model. - Oberwolfach Reports (European Mathematical Society), 2004, v. 1, No. 1 (Report No. 2/2004) p. 161 - 163.

Brevets

1. Chernoyarov, O.V.,  Pergamenchtchikov, S.M.,  Salnikova, A.V.,  Glushkov,   A.N.,  Litvinenko,  V.P.,  Litvinenko,  Y.V.  "Digital demodulator of binary signals with relative second-order phase shift keying/" -
 Invention patent (brevet) 2690959, Russia, MPK H04L 27/22 (application No. 2018141564, submitted 11/27/2018, published June 7, 2019, Bull. No. 16)

2. Chernoyarov, O.V., Pergamenchtchikov, S.M.,  Salnikova, A.V.,  Glushkov,  A.N.,  Litvinenko,  V.P., Litvinenko Y.V. "Digital random signal simulator".
Invention patent (brevet) 2718417, Russia, MPK G06F 7/58 (2006.01), SPK G06F 7/58 (2019.08),  application No 2019129766, Agence des brevets de Russie "Rospatent" (Ministère du développement économique de la Fédération de Russie),  10, published 02.04.2020. 

3. Chernoyarov, O.V., Demina, T.I., Pergamenchtchikov, S.M.,  Glushkov,  A.N.,  Litvinenko,  V.P., Pantenkov, D. G.  "Digital correlator".
Invention patent (brevet) 2735488, Russia, MPK G06F 17/15 (2006.01),  application No 2020113740, Agence des brevets de Russie "Rospatent" (Ministère du développement économique de la Fédération de Russie),  31, published 03.11.2020.