Publications
Books / Journal Publicaitons / Conference Publications
[J50] A.S. Polunchenko and A.G. Tartakovsky, "On Optimality of the Shiryaev-Roberts Procedure for Detecting a Change in Distribution." Annals of Statistics, 2009 (submitted). 
[J49] A.G. Tartakovsky, R. Liptser, and A. Novikov, "Celebrating Albert Shiryaev's 75th Anniversary." Sequential Analysis, 2010. Special issue "Celebration of the 75th Anniversary of Albert
Shiryaev", Guest Editor A.G. Tartakovsky. (submitted).
[J48] R. Lipster and A.G. Tartakovsky, "From Disorder Detection to Optimal Stopping and Mathematical Finance." Sequential Analysis, 2010. Special issue "Celebration of the 75th Anniversary of Albert
Shiryaev", Guest Editor A.G. Tartakovsky. (submitted).
[J47] A.G. Tartakovsky and G.V. Moustakides, "State-of-the-Art in Bayesian Changepoint Detection." Sequential Analysis, 2010. Special issue "Celebration of the 75th Anniversary of Albert Shiryaev",
Guest Editor A.G. Tartakovsky. (submitted).
[J46] G.V. Moustakides, A.S. Polunchenko and A.G. Tartakovsky, "A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures." Statistica Sinica, 2009. (in press).
[J45] G.V. Moustakides, A.S. Polunchenko and A.G. Tartakovsky, "Numerical Comparison of CUSUM and Shiryaev-Roberts Procedures for Detecting Changes in Distributions." Communications in Statistics -- Theory and
Methods: S. Zacks Festschrift, vol. 38, pp. 3225-3239, 2009. (Invited Paper).
[J44] A.G. Tartakovsky, "Discussion on "Optimal Sequential Surveillance for Finance, Public Health, and Other Areas" by Marianne Frisen" Sequential Analysis, 2009. (in press).
[J43] M. Pollak and A.G. Tartakovsky, "Optimality of the Shiryaev-Roberts Procedure." Statistica Sinica, 2009. (in press).
[J42] A.G. Tartakovsky, Discussion on "Is Average Run Length to False Alarm Always an Informative Criterion?" by Yajun Mei, Sequential Analysis, vol. 27, no. 4, pp. 396-405, 2008.
[J41] A.G. Tartakovsky and V.V. Veeravalli, "Asymptotically Optimum Quickest Change Detection in Distributed Sensor Systems," Sequential Analysis, vol. 27, no. 4, pp. 441-475, 2008.
[J40] A.G. Tartakovsky and J. Brown, "Adaptive Spatial-Temporal Filtering Methods for Clutter Removal and Target Tracking," IEEE Transactions on Aerospace and Electronic Systems, vol. 44, no. 4, pp. 1522-1537,
2008.
[J39] A.G. Tartakovsky, "Multidecision Quickest Changepoint Detection: Previous Achievements and Open Problems." Sequential Analysis, vol. 27, no. 2, pp. 201-231, 2008.
[J38] M. Pollak and A.G. Tartakovsky, "Asymptotic Exponentiality of the Distribution of First Exit Timesfor a Class of Markov Processes with Applications to Quickest Change Detection," Teoriya Veroyatnostej i ee
Primeneniya, vol. 53, issue 3, pp. 472-499, 2008 (Complete English version is published in Theory of Probability and Its Applications, vol. 53, issue 3,
pp. 430-442, 2009, SIAM ).
[J37] A. Tartakovsky, "Asymptotic Optimality in Bayesian Change-Point Detection Problems under Global False Alarm Probability Constraint." Teoriya Veroyatnostej i ee Primeneniya, vol. 53, issue 3, pp. 500-515,
2008 (in Russian; Complete English translation is published in Theory of Probability and Its Applications, vol. 53, issue 3, pp. 443-466, 2009, SIAM ).
[J36] M. Baron and A. Tartakovsky, "Asymptotic Bayesian Change-Point Detection Theory for General Continous-Time Models." Sequential Analysis, 2006: Vol 25, pp. 257-296. ) – Special Invited
Paper in Memory of Milton Sobel. Awarded 2007 Abraham Wald Prize in Sequential Analysis.
[J35] A. Tartakovsky, B. Rozovskii, R. Blazek, and H. Kim, "A Novel Approach to Detection of Intrusions in Computer Networks Via Adaptive Sequential and Batch-Sequential Change-Point Detection Methods." IEEE
Transactions on Signal Processing, 2006: Vol. 54, no. 9, pp. 3372-3382.
[J34] A. Tartakovsky, B. Rozovskii, R. Blazek, and H. Kim, "Detection of Intrusion in Information Systems by Sequential Chang-Point Methods." Statistical Methodology, 2006: vol. 3, Issue 3, pp. 252-340 (with
discussion) – Special Invited Discussion Paper.
[J33] A. Tartakovsky and V. Veeravalli, "General Asymptotic Bayesian Theory of Quickest Change Detection." Theory of Probability and Its Applications, 2005: Vol. 49, no. 3, pp. 458-497.
[J32] H. Kim, B. Rozovskii, and A. Tartakovsky, "A Nonparametric Multichart CUSUM test for rapid detection of DOS attacks in computer networks." International Journal of Computing and Information Science,
2004: Vol. 2, no. 3, pp 149-158.
[J31] A. Tartakovsky, Discussion of the paper "Likelihood Ratio Identities and Their Applications to Sequential Analysis" by Tze Leung Lai, Sequential Analysis, 2004.
[J30] A. Tartakovsky, X.R. Li, and G. Yaralov. "Sequential Detection of Targets in Multichannel Systems." IEEE Teansactions on Information Theory, 2003: Vol. 49, No. 2, pp. 425-445.
[J29] V. Dragalin, A. Tartakovsky, and V. Veeravalli, "Multihypothesis Sequential Probability Ratio Tests Part 2: Accurate Asymptotic Expansion for the Expected Sample Size." IEEE Transactions on Information Theory, 2000: Vol. 46, No. 4, pp. 1366-1383.
[J28] V. Dragalin, A. Tartakovsky, and V. Veeravalli, "Multihypothesis Sequential Probability Ratio Tests, Part 1: Asymptotic Optimality." IEEE Transactions on Information Theory, 1999: Vol. 45, No. 7, pp. 2448-2461.
[J27] A. Tartakovsky, "Asymptotic Optimality of certain Multihypothesis Tests: Non-i.i.d. Case." Statistical Inference for Stochastic Processes, 1998: Vol. 1, No. 3, pp. 265-295.
[J26] A. Tartakovsky, "Asymptotically Optimal Sequential Tests for Nonhomogeneous Processes." Sequential Analysis, 1998: Vol. 17, No. 1, pp. 33-61.
[J25] A. Tartakovsky, "Minimax-Invariant Regret Solution to the N-sample Slippage Problem." Mathematical Methods of Statistics, 1997: Vol. 6, No. 4, pp. 491-508.
[J24] A. Tartakovsky, "Asymptotic Properties of CUSUM and Shiryaev's Procedures for Detecting a Change in a Nonhomogenous Gaussian Process." Mathematical Methods of Statistics, 1995: Vol. 4, No. 4, pp. 389-404.
[J23] A.G. Tartakovsky, "Asymptotically Minimax Multialternative Sequential Rule for Disorder Detection." Statistics and control of Random Process, Proceedings of the Steklov Institute of Mathematics, 1994: Vol. 202, Issue 4, pp. 229-236.
[J22] A.G. Tartakovsky, "Efficiency of the Generalized Neyman-Pearson Test for Detecting Changes in a Multichannel System." Problems of Information Transmission, 1992: Vol. 28, pp. 341-350.
[J21] A.G. Tartakovsky and I. A. Ivanova. "Approximation in Sequential Rules for Discrimination of Composite Hypotheses and their Precision in the Problem of Singal Detection from Post-Detector Data." Problems of Information Transmission, 1992: Vol. 28, pp. 55-56,1992.
[J20] A.G. Tartakovsky and I.A. Ivanova. "Comparison of Some Sequential Rules for Detecting Changes in Distributions." Problems of Information Tranmission, 1992: Vol. 28, pp. 117-124.
[J19] N.V. Verdenskaya and A.G. Tartakovsky, "Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in an Asymmetric Situation." Theory of Probability and Its Applications, 1991: Vol. 36, pp. 536-547.
[J18] A. Tartakovsky, "Multialternative Sequential Detection and Estimation of Signals with Random Appearance Times." Statistical Control Problems, 1989: Vol. 83, pp. 216-222.
[J17] A. Tartakovsky, "Optimal Procedures of Joint Detection and Estimation of a "Disorder" of Random Processes." Soviet Journ. Communic. Technology Electron., 1989: Vol. 33, No. 2.
[J16] A.G. Tartakovsky, "Detection of Signals with Random Moments of Appearance and Disappearance." Problems of information Transmission, 1988: Vol. 24, pp. 115-124.
[J15] A.G. Tartakovsky, "Optimum Estimation of the Parameter of the Generalized Weibull Distribution." Soviet Journ. Communic. Technol. Electron, 1988: Vol. 33, pp. 84-90.
[J14] A.G. Tartakovsky, "Sequential Testing of Many Simple Hypotheses with Dependent Observations ." Problems of Information Transmission, 1988: Vol. 24, pp. 299-309.
[J13] A.G. Tartakovsky, "Optimal Detection of Changing Properties of Random Sequences: Non-Sequential Detection." Automation and Remote Control, 1987: Vol. 48, pp. 918-925.
[J12] A.G. Tartakovsky, "Optimal Detection of Changing Properties of Random Sequences: Sequential Detection." Automation and Remote Control, 1987: Vol. 48, pp. 1059-1065.
[J11] A.G. Tartakovsky, "Optimal Detection of Random-Length Signals." Problems of Information Transmission , 1987: Vol. 3, pp. 203-210.
[J10] A.G. Tartakovsky, "Optimal Estimation of Scale Parameters ." Problems of Information Transmission , 1987: Vol. 22, pp. 222-231.
[J9] A. Tartakovsky, "Sequential Estimation of Intensity of Renewal Processes." Problems of Information Transmission, 1985: Vol. 21, pp. 30-36.
[J8] A.G. Tartakovsky, "Probabilistic Characteristics of Procedures of Sequential Estimation of the Exponential Distribution Parameter." Radio Engin. Electron. Physics, 1984: Vol. 29, pp. 36-42.
[J7] A.G. Tartakovsky, "Sequential Parameter Estimation and Filtering of Stochastic Processes." Problems of Information Transmission, 1982: Vol. 18, pp. 263-272.
[J6] A.G. Tartakovsky, "Sequential Testing of Composite Hypotheses with Correlated Non-Stationary Observations." Problems of Information Transmission, 1981: Vol. 17, pp. 18-28.
[J5] A.G. Tartakovsky, "Adaptive Sequential Hypotheses Testing and Parameter Estimation ." Radio Engin. Electron. Physics, 1980: Vol 25, pp. 76-82.
[J4] A.G. Tartakovsky, "Sequential Detection of Signals with Measurment of Their Parameters ." Engineering Cybernetics (Soviet Journ. Comput. Syst. Science), 1980: Vol. 18, pp. 82-89.
[J3] A.G. Tartakovsky, "Joint Sequential Hypothesis Testing and Parameter Estimation Under Prior Uncertanity." Automation and Remote Control, 1980: No. 3, pp. 113-122.
[J2] A.G. Tartakovsky, "An Optimal Rule for Multistep Testing of Hypotheses in the Case of a limited Number of Observation Steps." Engineering Cybernetics (Soviet Journ. Comput. Syst. Science), 1979: Vol. 17, pp. 136-144.
[J1] Yu. G. Sosulin, M. M. Fishman, and A.G. Tartakovsky, "Sequential Detection of a Correlated Gaussian Signal in White Noise." Radio Engineering Electron. Physics, 1979: Vol. 24, No. 4, pp. 720-732.