Kovtun, Anastasiia, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2026.
Singular properties of high-order spectral densities of supOU processes.
Communications in Nonlinear Science and Numerical Simulation
153
, 109459.
10.1016/j.cnsns.2025.109459
|
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Grahovac, Danijel, Kovtun, Anastasiia, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2025.
Dickman type stochastic processes with short- and long- range dependence.
Stochastics: An International Journal of Probability and Stochastic Processes
97
(6)
, pp. 722-743.
10.1080/17442508.2025.2522789
|
|
|
Scherbakova, Irina, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri, Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 and Guchenko, Roman
2025.
Statistical modelling for improving efficiency of online advertising.
Aston, P. J., ed.
More UK Success Stories in Industrial Mathematics,
Mathematics in Industry,
Springer Nature Switzerland,
pp. 205-211.
(10.1007/978-3-031-48683-8_26)
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Scherbakova, Irina and Staroselskiy, Yuri
2024.
Mixed Poisson processes with dropout for consumer studies.
Stats
7
(4)
, pp. 1128-1140.
10.3390/stats7040066
|
|
|
Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956 and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2024.
Synthesis of engineering surfaces using representative elementary patterns of roughness.
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
480
(2299)
, 20240242.
10.1098/rspa.2024.0242
|
|
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Detter, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2024.
Prediction in regression models with continuous observations.
Statistical Papers
65
, pp. 1985-2009.
10.1007/s00362-023-01465-6
|
|
|
Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Jin, Xiaoqing
2024.
A multiscale statistical analysis of rough surfaces and applications to tribology.
Mathematics
12
(12)
, 1804.
10.3390/math12121804
|
|
|
Borodich-Suarez, Sofia and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2023.
Study of impact of COVID-19 on industrial production indices using singular spectrum analysis.
Statistics and Its Interface
16
(2)
, pp. 181-188.
10.4310/21-SII719
|
|
|
Al-Marhoobi, Safia and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2023.
Analysis of temperature and humidity in Oman using singular spectrum analysis.
Communications in Statistics - Simulation and Computation
52
(4)
, pp. 1404-1417.
10.1080/03610918.2021.1884714
|
|
|
AlMarhoobi, Safia and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2023.
Study of automatic choice of parameters for forecasting in singular spectrum analysis.
Statistics and Its Interface
16
(1)
, pp. 109-116.
10.4310/21-SII707
|
|
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Borodich Suarez, Sofia, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2023.
Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm.
Statistics and Its Interface
16
(1)
, pp. 31-42.
10.4310/21-SII693
|
|
|
Polunchenko, Aleksey and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2021.
On the evaluation of an integral involving the Whittaker W function.
Journal of Computational and Applied Mathematics
383
, 113111.
10.1016/j.cam.2020.113111
|
|
Li, Kexian, Polunchenko, Aleksey and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2021.
Analytic evaluation of the fractional moments for the quasi-stationary distribution of the shiryaev martingale on an interval.
Communications in Statistics - Simulation and Computation
50
(9)
, pp. 2705-2720.
10.1080/03610918.2019.1612433
|
|
|
Borodich, Feodor ORCID: https://orcid.org/0000-0002-7935-0956, Jin, Xiaoqing and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2020.
Probabilistic, fractal, and related techniques for analysis of engineering surfaces.
Frontiers in Mechanical Engineering
6
, 64.
10.3389/fmech.2020.00064
|
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2019.
The BLUE in continuous-time regression models with correlated errors.
Annals of Statistics
47
(4)
, pp. 1928-1959.
10.1214/18-AOS1734
|
|
|
Borodich, Feodor ORCID: https://orcid.org/0000-0002-7935-0956, Brousseau, Emmanuel ORCID: https://orcid.org/0000-0003-2728-3189, Clarke, Alastair ORCID: https://orcid.org/0000-0002-3603-6000, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Sanchez-Lopez, Juan Carlos
2019.
Roughness of deposited carbon-based coatings and its statistical characteristics at nano and microscales.
Frontiers in Mechanical Engineering
5
(4)
, 24.
10.3389/fmech.2019.00024
|
|
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Casero-Alonso, Víctor, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Wong, Weng K.
2018.
A web-based tool for designing experimental studies to detect hormesis and estimate the threshold dose.
Statistical Papers
59
(4)
, pp. 1307-1324.
10.1007/s00362-018-1038-5
|
|
|
Polunchenko, Aleksay S. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2018.
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval.
Statistical Papers
59
(4)
, pp. 1351-1377.
10.1007/s00362-018-1019-8
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Borodich, Feodor ORCID: https://orcid.org/0000-0002-7935-0956, Galanov, Boris, Gorb, Elena and Gorb, Stanislav
2018.
Adhesion of soft materials to rough surfaces:experimental studies, statistical analysis and modelling.
Coatings
8
(10)
, 350.
10.3390/coatings8100350
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 and Zilinskas, Amtanas
2018.
Performance of global random search algorithms for large dimensions.
Journal of Global Optimization
71
, pp. 57-71.
10.1007/s10898-017-0535-8
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Sovetkin, Evgenii and Steland, Ansgar
2017.
Panel-based stratified cluster sampling and analysis for photovoltaic outdoor measurements.
Applied Stochastic Models in Business and Industry
33
(1)
, pp. 35-53.
10.1002/asmb.2217
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Kornikov, Vladimir and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2017.
Statistical estimation in global random search algorithms in case of large dimensions.
Lecture Notes in Computer Science
10556
, pp. 364-369.
10.1007/978-3-319-69404-7_32
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2017.
SSA analysis and forecasting of records for Earth temperature and ice extents.
Statistics and Its Interface
10
(1)
, pp. 151-163.
10.4310/SII.2017.v10.n1.a14
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Polunchenko, Alexey
2017.
Real-time financial surveillance via quickest change-point detection methods.
Statistics and Its Interface
10
(1)
, pp. 93-106.
10.4310/SII.2017.v10.n1.a9
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri, Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 and Guchenko, Roman
2016.
Adaptive targeting in online advertisement: models based on relative influence of factors.
Presented at: International Workshop on Machine Learning, Optimization and Big Data,
Volterra, Italy,
26-29 August 2016.
Published in: Pardalos, P., Conca, P., Giuffrida, G. and Nicosia, G. eds.
Machine Learning, Optimization, and Big Data. MOD 2016.
Lecture Notes in Computer Science
, vol.10122
Springer,
pp. 159-169.
10.1007/978-3-319-51469-7_13
|
|
|
Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Savencu, Ovidiu
2016.
Statistical approaches to description of rough engineering surfaces at nano and microscalese.
Tribology International
103
, pp. 197-207.
10.1016/j.triboint.2016.06.043
|
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2016.
Optimal designs for regression models with autoregressive errors.
Statistics and Probability Letters
116
, pp. 107-115.
10.1016/j.spl.2016.04.008
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279
2016.
Adaptive designs for optimizing online advertisement campaigns.
Presented at: 11th International Workshop in Model-Oriented Design and Analysis,
Hamminkeln, Germany,
12-17 June 2016.
Published in: Kunert, Joachim, Muller, Christine H. and Atkinson, Anthony C. eds.
mODa 11 - Advances in Model-Oriented Design and Analysis: Proceedings of the 11th International Workshop in Model-Oriented Design and Analysis held in Hamminkeln, Germany, June 12-17, 2016.
mODa 11 - Advances in Model-Oriented Design and Analysis, Proceedings of the 11th International Workshop in Model-Oriented Design and Analysis held in Hamminkeln, Germany, June 12-17, 2016.
Contributions to Statistics
Springer Verlag,
pp. 199-208.
10.1007/978-3-319-31266-8_23
|
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2016.
Optimal designs in regression with correlated errors.
Annals of Statistics
44
(1)
, pp. 113-152.
10.1214/15-AOS1361
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Staroselskiy, Yuri and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2016.
Adaptive targeting for online advertisement.
Presented at: International Workshop on Machine Learning, Optimization and Big Data,
Taormina, Italy,
21-23 July 2015.
Published in: Pardalos, Panos, Pavone, Mario, Farinella, Giovanni Maria and Cutello, Vincenzo eds.
Machine Learning, Optimization, and Big Data: First International Workshop, MOD 2015, Taormina, Sicily, Italy, July 21-23, 2015, Revised Selected Papers.
Lecture Notes in Computer Science.
Lecture Notes in Computer Science
, vol.9432
Springer Verlag,
pp. 240-251.
10.1007/978-3-319-27926-8_21
|
|
|
Borodich, Feodor M. ORCID: https://orcid.org/0000-0002-7935-0956, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Savencu, Ovidiu
2015.
Micro and nano scale statistical properties of rough surfaces of significance in their friction.
Presented at: 6th Vienna International Conference NANO-TECHNOLOGY - VIENNANO '15,
Wiener Neustadt, Austria,
23-25 November 2015.
|
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2015.
Design for linear regression models with correlated errors.
Dean, Angela, Morris, Max, Stufken, John and Bingham, Derek, eds.
Handbook of Design and Analysis of Experiments,
Chapman & Hall/CRC Handbooks of Modern Statistical Methods,
CRC Press,
pp. 236-276.
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2014.
‘Nearly’ universally optimal designs for models with correlated observations.
Computational Statistics & Data Analysis
71
, pp. 1103-1112.
10.1016/j.csda.2013.02.002
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279
2013.
Optimal design for linear models with correlated observations.
Annals of Statistics
41
(1)
, pp. 143-176.
10.1214/12-AOS1079
|
|
|
Golyandina, Nina, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Steland, Ansgar
2012.
New approaches to nonparametric density estimation and selection of smoothing parameters.
Computational Statistics & Data Analysis
56
(7)
, pp. 2206-2218.
10.1016/j.csda.2011.12.019
|
|
Dette, H., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Wong, W. K.
2012.
Optimal designs for composed models in pharmacokinetic-pharmacodynamic experiments.
Journal of Pharmacokinetics and Pharmacodynamics
39
(3)
, pp. 295-311.
10.1007/s10928-012-9251-7
|
|
Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2011.
Optimal design for smoothing splines.
Annals of the Institute of Statistical Mathematics
63
(5)
, pp. 981-1003.
10.1007/s10463-009-0265-x
|
|
Holland-Letz, Tim, Dette, Holger and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2011.
A geometric characterization of optimal designs for regression models with correlated observations.
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
73
(2)
, pp. 239-252.
10.1111/j.1467-9868.2010.00757.x
|
|
Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2010.
NPUA: A new approach for the analysis of computer experiments.
Chemometrics and Intelligent Laboratory Systems
104
(2)
, pp. 333-340.
10.1016/j.chemolab.2010.10.001
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Shpilev, Piter and Wong, Weng Kee
2010.
Optimal designs for discriminating between dose-response models in toxicology studies.
Bernoulli
16
(4)
, pp. 1164-1176.
10.3150/10-BEJ257
|
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Holland-Letz, Tim
2010.
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics.
The Annals of Applied Statistics
4
(3)
, pp. 1430-1450.
10.1214/09-AOAS324
|
|
|
Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279, Dette, Holger and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2010.
A new approach to optimal design for linear models with correlated observations.
Journal of the American Statistical Association
105
(491)
, pp. 1093-1103.
10.1198/jasa.2010.tm09467
|
|
|
Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2010.
Optimal designs for estimating the slope of a regression.
Statistics
44
(6)
, pp. 617-628.
10.1080/02331880903348473
|
|
Dette, Holger and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2010.
Generalized Latin hypercube design for computer experiments.
Technometrics
52
(4)
, pp. 421-429.
10.1198/TECH.2010.09157
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279
2010.
Assessing the stability of long-horizon SSA forecasting.
Statistics and Its Interface
3
(3)
, pp. 321-327.
|
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559, Poli, I. and Melas, V.
2009.
Uniform coverage designs for mixture experiments.
Journal of Statistical Planning and Inference
139
(10)
, pp. 3442-3452.
10.1016/j.jspi.2009.03.020
|
|
Dette, H., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Wong, W. K.
2009.
Optimal designs for dose-finding experiments in toxicity studies.
Bernoulli
15
(1)
, pp. 124-145.
10.3150/08-BEJ152
|
|
|
Dette, H., Wong, W. K., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Shpilev, P.
2009.
Optimal designs for estimating critical effective dose under model uncertainty in a dose response study.
Statistics and Its Interface
2
(1)
, pp. 27-36.
10.4310/SII.2009.v2.n1.a3
|
|
Dette, Holger, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279
2008.
Improving updating rules in multiplicative algorithms for computing D-optimal designs.
Computational Statistics & Data Analysis
53
(2)
, pp. 312-320.
10.1016/j.csda.2008.10.002
|
|
Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2008.
Optimal designs for free knot least squares splines.
Statistica Sinica
18
(3)
, pp. 1047-1062.
|
|
Dette, Holger, Kunert, Joachim and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2008.
Exact optimal designs for weighted least squares analysis with correlated errors.
Statistica Sinica
18
(1)
, pp. 135-154.
|
|
Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2008.
Efficient experimental designs for sigmoidal growth models.
Journal of Statistical Planning and Inference
138
(1)
, pp. 2-17.
10.1016/j.jspi.2007.05.027
|
|
Dette, Holger, Bretz, Frank, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Pinheiro, José
2008.
Optimal designs for dose-finding studies.
Journal of the American Statistical Association
103
(483)
, pp. 1225-1237.
10.1198/016214508000000427
|
|
Dette, H., Melas, V. B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2007.
Optimal designs for statistical analysis with Zernike polynomials.
Statistics
41
(6)
, pp. 453-470.
10.1080/02331880701395395
|
|
Biedermann, S., Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2007.
Optimal discrimination designs for exponential regression models.
Journal of Statistical Planning and Inference
137
(8)
, pp. 2579-2592.
10.1016/j.jspi.2006.03.015
|
|
Melas, V. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2007.
On representing maximin efficient designs by Taylor series.
Journal of Statistical Planning and Inference
137
(8)
, pp. 2689-2702.
10.1016/j.jspi.2005.05.006
|
|
Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2007.
Optimal designs for the exponential model with correlated observations.
Presented at: 8th International Workshop in Model-Oriented Design and Analysis,
Almagro, Spain,
4-8 June 2007.
Published in: López-Fidalgo, J., Rodríguez-Díaz, J. M. and Torsney, B. eds.
mODa 8 - Advances in Model-Oriented Design and Analysis: Proceedings of the 8th International Workshop in Model-Oriented Design and Analysis held in Almagro, Spain, June 4–8, 2007.
Contributions to Statistics
(2007)
Heidelberg:
Physica-Verlag,
pp. 165-172.
10.1007/978-3-7908-1952-6_21
|
|
Biedermann, S., Dette, H. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2006.
Some robust design strategies for percentile estimation in binary response models.
Canadian Journal of Statistics
34
(4)
, pp. 603-622.
10.1002/cjs.5550340404
|
|
Dette, Holger, Melas, Viatcheslav B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2005.
Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors.
The Annals of Statistics
33
(6)
, pp. 2758-2788.
10.1214/009053605000000552
|
|
|
Dette, Holger, Melas, Viatcheslav B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2004.
Optimal designs for a class of nonlinear regression models.
The Annals of Statistics
32
(5)
, pp. 2142-2167.
10.1214/009053604000000382
|
|
|
Dette, Holger, Melas, Viatcheslav B., Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Strigul, Nikolai
2003.
Efficient design of experiments in the Monod model.
Journal of the Royal Statistical Society Series B (Statistical Methodology)
65
(3)
, pp. 725-742.
10.1111/1467-9868.00412
|
|
Dette, Holger, Melas, Viatcheslav B. and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559
2003.
Standardized maximin E-optimal designs for Michaelis-Menten model.
Statistica Sinica
13
(4)
, pp. 1147-1163.
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|



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