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Sakhanenko, Aleksandr Ivanovich
Statistics Math-Net.Ru
Total publications: 63
Scientific articles: 62
Presentations: 3

Number of views:
This page:4753
Abstract pages:16211
Full texts:5812
References:1698
Professor
Doctor of physico-mathematical sciences (1986)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail: ,
Website: http://www.math.nsc.ru/LBRT/v1/sakhanenko/sakhanenko.html

https://www.mathnet.ru/eng/person28720
List of publications on Google Scholar
https://zbmath.org/authors/ai:sakhanenko.alexander-i
https://mathscinet.ams.org/mathscinet/MRAuthorID/211402

Publications in Math-Net.Ru Citations
2023
1. A. I. Sakhanenko, “On first-passage times for symmetric random walks without Lindeberg condition”, Sib. Èlektron. Mat. Izv., 20:1 (2023),  86–99  mathnet
2022
2. A. I. Sakhanenko, “On detecting alternatives by one-parametric recursive residuals”, Sib. Èlektron. Mat. Izv., 19:1 (2022),  292–308  mathnet  mathscinet
3. Denis E. Denisov, Günter Hinrichs, Alexander I. Sakhanenko, Vitali I. Wachtel, “Crossing an Asymptotically Square-Root Boundary by the Brownian Motion”, Trudy Mat. Inst. Steklova, 316 (2022),  113–128  mathnet; Proc. Steklov Inst. Math., 316 (2022), 105–120  scopus 1
2021
4. A. D. Shelepova, A. I. Sakhanenko, “On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process”, Sib. Èlektron. Mat. Izv., 18:2 (2021),  1667–1688  mathnet 1
5. A. Sakhanenko, S. Foss, “On representations and simulation of conditioned random walks on integer lattices”, Sib. Èlektron. Mat. Izv., 18:2 (2021),  1556–1571  mathnet  isi
6. A. Sakhanenko, A. Kovalevskii, A. Shelepova, “Remarks on invariance principle for one-parametric recursive residuals”, Sib. Èlektron. Mat. Izv., 18:2 (2021),  1058–1074  mathnet  isi
7. A. I. Sakhanenko, V. I. Wachtel, E. I. Prokopenko, A. D. Shelepova, “On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process”, Sib. Èlektron. Mat. Izv., 18:1 (2021),  9–26  mathnet 1
2020
8. Q. Zhou, A. I. Sakhanenko, J. Guo, “Prokhorov distance with rates of convergence under sublinear expectations”, Teor. Veroyatnost. i Primenen., 65:4 (2020),  778–804  mathnet; Theory Probab. Appl., 65:4 (2021), 616–638  isi 1
2019
9. E. N. Savinkina, A. I. Sakhanenko, “On improvement of statistical estimators in a power regression problem”, Sib. Èlektron. Mat. Izv., 16 (2019),  1901–1912  mathnet 1
10. A. I. Sakhanenko, “On Borovkov's estimate in the Invariance Principle”, Sib. Èlektron. Mat. Izv., 16 (2019),  1776–1784  mathnet  isi 3
2018
11. A. S. Kartashov, A. I. Sakhanenko, “On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities”, Sib. Èlektron. Mat. Izv., 15 (2018),  1530–1552  mathnet  isi
12. D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Teor. Veroyatnost. i Primenen., 63:4 (2018),  755–778  mathnet  elib; Theory Probab. Appl., 63:4 (2019), 613–633  isi  scopus 3
2017
13. A. I. Sakhanenko, S. G. Foss, “On a structure of a conditioned random walk on the integers with bounded local times”, Sib. Èlektron. Mat. Izv., 14 (2017),  1265–1278  mathnet 1
14. A. Koldaeva, A. Sakhanenko, “Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem”, Sib. Èlektron. Mat. Izv., 14 (2017),  972–979  mathnet  isi
2016
15. Yu. Yu. Linke, A. I. Sakhanenko, “Conditions of asymptotic normality of one-step $M$-estimators”, Sib. J. Pure and Appl. Math., 16:4 (2016),  46–64  mathnet; J. Math. Sci., 230:1 (2018), 95–111 2
2015
16. A. A. Kalenchuk, A. I. Sakhanenko, “The existence of explicit asymptotically normal estimators of an unknown parameter in a logarithmic regression problem”, Sib. Èlektron. Mat. Izv., 12 (2015),  874–883  mathnet 4
17. A. I. Sakhanenko, O. A. Sukhovershina, “On accuracy of approximation in Koul’s theorem for weighted empirical processes”, Sib. Èlektron. Mat. Izv., 12 (2015),  784–794  mathnet 1
18. A. S. Kartashov, A. I. Sakhanenko, “About conditions of gaussian approximation of kernel estimates for distribution density”, Sib. Èlektron. Mat. Izv., 12 (2015),  766–776  mathnet 1
2014
19. E. N. Savinkina, A. I. Sakhanenko, “Explicit estimators of an unknown parameter in a power regression problem”, Sib. Èlektron. Mat. Izv., 11 (2014),  725–733  mathnet 4
20. Yu. Yu. Linke, A. I. Sakhanenko, “On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions”, Sib. Èlektron. Mat. Izv., 11 (2014),  464–475  mathnet 4
2013
21. Yu. Yu. Linke, A. I. Sakhanenko, “On asymptotics of the distributions of some two-step statistical estimators of a mutlidimensional parameter”, Mat. Tr., 16:1 (2013),  89–120  mathnet  mathscinet  elib; Siberian Adv. Math., 24:2 (2014), 119–139 2
22. K. V. Yermolenko, A. I. Sakhanenko, “Explicit asymptotically normal estimators of an unknown parameter in a partially linear regression problem”, Sib. Èlektron. Mat. Izv., 10 (2013),  719–726  mathnet 5
23. Yu. Yu. Linke, A. I. Sakhanenko, “On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter”, Sib. Èlektron. Mat. Izv., 10 (2013),  627–640  mathnet 1
2011
24. Yu. Yu. Linke, A. I. Sakhanenko, “On solutions to the equation for improving additives in regression problems”, Mat. Tr., 14:2 (2011),  127–146  mathnet  mathscinet  elib; Siberian Adv. Math., 22:4 (2012), 261–274 1
25. A. I. Sakhanenko, Yu. Yu. Linke, “Consistent estimation in a linear regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 52:4 (2011),  894–912  mathnet  mathscinet  elib; Siberian Math. J., 52:4 (2011), 711–726  isi  elib  scopus 3
26. A. I. Sakhanenko, “A general estimate in the invariance principle”, Sibirsk. Mat. Zh., 52:4 (2011),  876–893  mathnet  mathscinet; Siberian Math. J., 52:4 (2011), 696–710  isi  scopus 5
27. A. I. Sakhanenko, Yu. Yu. Linke, “Improvement of estimators in a linear regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 52:1 (2011),  143–160  mathnet  mathscinet; Siberian Math. J., 52:1 (2011), 113–126  isi  scopus 5
2010
28. Yu. Yu. Linke, A. I. Sakhanenko, “Asymptotically optimal estimation in a linear regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 51:1 (2010),  128–145  mathnet  mathscinet; Siberian Math. J., 51:1 (2010), 104–118  isi  scopus 6
2009
29. A. I. Sakhanenko, “Estimates of Berry–Esseen type for probabilities of large deviations under violation of Cramér condition”, Sib. Èlektron. Mat. Izv., 6 (2009),  191–198  mathnet  mathscinet
30. Yu. Yu. Linke, A. I. Sakhanenko, “Asymptotically optimal estimation in the linear regression problem in the case of violation of some classical assumptions”, Sibirsk. Mat. Zh., 50:2 (2009),  380–396  mathnet  mathscinet; Siberian Math. J., 50:2 (2009), 302–315  isi  scopus 9
2008
31. Yu. Yu. Linke, A. I. Sakhanenko, “Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 49:3 (2008),  592–619  mathnet  mathscinet  zmath; Siberian Math. J., 49:3 (2008), 474–497  isi  scopus 7
2007
32. A. I. Sakhanenko, “On conditions for SLLN for martingales with identically distributed increments”, Sib. Èlektron. Mat. Izv., 4 (2007),  547–552  mathnet  mathscinet  zmath
2006
33. A. I. Sakhanenko, Yu. Yu. Linke, “Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 47:6 (2006),  1372–1400  mathnet  mathscinet  zmath; Siberian Math. J., 47:6 (2006), 1128–1153  isi  scopus 10
34. A. I. Sakhanenko, “Estimates in the invariance principle in terms of truncated power moments”, Sibirsk. Mat. Zh., 47:6 (2006),  1355–1371  mathnet  mathscinet  zmath; Siberian Math. J., 47:6 (2006), 1113–1127  isi  scopus 29
2004
35. T. Konstantopoulos, A. Sakhanenko, “Convergence and convergence rate to fractional Brownian motion for weighted random sums”, Sib. Èlektron. Mat. Izv., 1 (2004),  47–63  mathnet  mathscinet  zmath 15
36. A. I. Sakhanenko, “On transient phenomena in random walks”, Teor. Veroyatnost. i Primenen., 49:2 (2004),  382–395  mathnet  mathscinet  zmath; Theory Probab. Appl., 49:2 (2005), 354–367  isi 2
2001
37. Yu. Yu. Linke, A. I. Sakhanenko, “Asymptotically normal explicit estimation of parameters in the Michaelis–Menten equation”, Sibirsk. Mat. Zh., 42:3 (2001),  610–633  mathnet  mathscinet  zmath; Siberian Math. J., 42:3 (2001), 517–536  isi 8
38. Yu. Yu. Linke, A. I. Sakhanenko, “Asymptotically normal estimation of a multidimensional parameter in the linear-fractional regression problem”, Sibirsk. Mat. Zh., 42:2 (2001),  372–388  mathnet  mathscinet  zmath; Siberian Math. J., 42:2 (2001), 317–331  isi 9
2000
39. Yu. Yu. Linke, A. I. Sakhanenko, “Asymptotically normal estimation of a parameter in a linear-fractional regression problem”, Sibirsk. Mat. Zh., 41:1 (2000),  150–163  mathnet  mathscinet  zmath; Siberian Math. J., 41:1 (2000), 125–137  isi 18
1996
40. A. I. Sakhanenko, K. V. Chumatchenko, “On conditions for convergence of the densities of smoothed distributions in the central limit theorem”, Sibirsk. Mat. Zh., 37:4 (1996),  932–939  mathnet  mathscinet  zmath; Siberian Math. J., 37:4 (1996), 824–831  isi
41. A. I. Sakhanenko, “Estimates for the accuracy of coupling in the central limit theorem”, Sibirsk. Mat. Zh., 37:4 (1996),  919–931  mathnet  mathscinet  zmath; Siberian Math. J., 37:4 (1996), 811–823  isi 2
1995
42. A. A. Borovkov, A. A. Mogul'skii, A. I. Sakhanenko, “Limit theorems for random processes”, Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 82 (1995),  5–194  mathnet  mathscinet  zmath 8
1991
43. A. I. Sakhanenko, “Estimates of Berry–Esseen type for the probabilities of large deviations”, Sibirsk. Mat. Zh., 32:4 (1991),  133–142  mathnet  mathscinet  zmath; Siberian Math. J., 32:4 (1991), 647–656  isi 13
1989
44. S. V. Kuznetsov, A. I. Sakhanenko, “Reconstruction of the integral curve of a system of linear differential equations from the measurement results”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 15 (1989),  146–172  mathnet  mathscinet  zmath
45. A. I. Sakhanenko, “On the accuracy of normal approximation in the invariance principle”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989),  40–66  mathnet  mathscinet  zmath
1987
46. È. I. Kozhushko, A. I. Sakhanenko, “On conditions for the asymptotic efficiency of recursive estimates for the location parameter”, Sibirsk. Mat. Zh., 28:3 (1987),  133–139  mathnet  mathscinet  zmath; Siberian Math. J., 28:3 (1987), 458–463  isi
47. S. V. Dronov, A. I. Sakhanenko, “On the rate of convergence in the multidimensional invariance principle for functionals of integral type”, Sibirsk. Mat. Zh., 28:3 (1987),  78–88  mathnet  mathscinet  zmath; Siberian Math. J., 28:3 (1987), 415–423  isi 1
1985
48. A. I. Sakhanenko, “Estimates in an invariance principle”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 5 (1985),  27–44  mathnet  mathscinet  zmath
49. Yu. I. Gladysheva, A. I. Sakhanenko, “An invariance principle for a sum of minima”, Sibirsk. Mat. Zh., 26:5 (1985),  62–70  mathnet  mathscinet  zmath; Siberian Math. J., 26:5 (1985), 677–684  isi 3
50. A. A. Borovkov, V. I. Lotov, A. I. Sakhanenko, “Asymptotics of coefficients of factorized Euler polynomials”, Sibirsk. Mat. Zh., 26:1 (1985),  23–29  mathnet  mathscinet  zmath; Siberian Math. J., 26:1 (1985), 16–22  isi 1
51. I. F. Pinelis, A. I. Sahanenko, “Remarks on inequalities for the probabilities of large deviations”, Teor. Veroyatnost. i Primenen., 30:1 (1985),  127–131  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:1 (1986), 143–148  isi 43
1984
52. A. I. Sakhanenko, “Rate of convergence in the invariance principle for variables with exponential moments that are not identically distributed”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 3 (1984),  4–49  mathnet  mathscinet  zmath
53. A. I. Sahanenko, “On Levy–Kolmogorov inequalities for random variables with values in a Banach space”, Teor. Veroyatnost. i Primenen., 29:4 (1984),  793–799  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:4 (1985), 830–836  isi 1
1982
54. A. I. Sakhanenko, “An estimate for the density of the distribution of functionals of integral type”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982),  180–186  mathnet  mathscinet  zmath
55. A. A. Borovkov, A. I. Sakhanenko, “Asymptotically optimal tests for testing composite similar hypotheses”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982),  79–90  mathnet  mathscinet  zmath
56. A. I. Sakhanenko, “Estimates of the rate of convergence in the invariance principle”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982),  72–78  mathnet  mathscinet  zmath
1980
57. A. A. Borovkov, A. I. Sahanenko, “On the estimates of the rate of convergence in the invariance principle for Banach spaces”, Teor. Veroyatnost. i Primenen., 25:4 (1980),  734–744  mathnet  mathscinet  zmath; Theory Probab. Appl., 25:4 (1981), 721–731  isi 18
1977
58. A. I. Sakhanenko, V. E. Mosyagin, “The rate of convergence of the distribution of the likelihood ratio statistic”, Sibirsk. Mat. Zh., 18:5 (1977),  1168–1175  mathnet  mathscinet  zmath; Siberian Math. J., 18:5 (1977), 829–835  isi
1974
59. A. I. Sakhanenko, “Estimates of the rate of convergence in the invariance principle”, Dokl. Akad. Nauk SSSR, 219:5 (1974),  1076–1078  mathnet  mathscinet  zmath 2
60. A. I. Sakhanenko, “The convergence of the distributions of functionals of processes that are defined on the whole axis”, Sibirsk. Mat. Zh., 15:1 (1974),  102–119  mathnet  mathscinet  zmath; Siberian Math. J., 15:1 (1974), 73–85 6
61. A. I. Sakhanenko, “On the speed of convergence in a boundary problem”, Teor. Veroyatnost. i Primenen., 19:2 (1974),  416–421  mathnet  mathscinet  zmath; Theory Probab. Appl., 19:2 (1975), 399–403 4
1973
62. A. A. Borovkov, A. I. Sakhanenko, “Remarks on convergence of random processes in non-separable metric spaces and on the non-existence of a Borel measure for processes in $C(0,\infty)$”, Teor. Veroyatnost. i Primenen., 18:4 (1973),  812–815  mathnet  mathscinet  zmath; Theory Probab. Appl., 18:4 (1974), 774–777 4
2006
63. A. A. Borovkov, A. A. Mogul'skii, L. V. Rozovskii, A. I. Sakhanenko, “On Zhulev's paper “On large deviations. II””, Teor. Veroyatnost. i Primenen., 51:2 (2006),  445–446  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 51:2 (2007), 398–400  scopus 1

Presentations in Math-Net.Ru
1. On Asymptotics of The Probability for a Random Process to Stay Above a Moving Boundary
Alexander Sakhanenko
Borovkov Meeting
August 26, 2022 13:30
2. On Asymptotics and Estimates for Generalized Prokhorov Distance in Invariance Principle
A. I. Sakhanenko
International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
February 12, 2015 12:30   
3. Об усилениях оценок Комлоша–Майора–Тушнади для последовательных сумм
A. I. Sakhanenko
Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
February 7, 2012 16:00

Organisations
 
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