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Sakhanenko Aleksandr Ivanovich

Statistics Math-Net.Ru
Total publications: 39
Scientific articles: 38
Presentations: 2

Number of views:
This page:2753
Abstract pages:5765
Full texts:1679
References:629
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http://www.mathnet.ru/eng/person28720
List of publications on Google Scholar
http://zbmath.org/authors/?q=ai:sakhanenko.alexander-i
https://mathscinet.ams.org/mathscinet/MRAuthorID/211402

Publications in Math-Net.Ru
1. On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities
A. S. Kartashov, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 15 (2018),  1530–1552
2. First-passage times over moving boundaries for asymptotically stable walks
D. Denisov, A. Sakhanenko, V. Wachtel
Teor. Veroyatnost. i Primenen., 63:4 (2018),  755–778
3. On a structure of a conditioned random walk on the integers with bounded local times
A. I. Sakhanenko, S. G. Foss
Sib. Èlektron. Mat. Izv., 14 (2017),  1265–1278
4. Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem
A. Koldaeva, A. Sakhanenko
Sib. Èlektron. Mat. Izv., 14 (2017),  972–979
5. Conditions of asymptotic normality of one-step $M$-estimators
Yu. Yu. Linke, A. I. Sakhanenko
Sib. J. Pure and Appl. Math., 16:4 (2016),  46–64
6. The existence of explicit asymptotically normal estimators of an unknown parameter in a logarithmic regression problem
A. A. Kalenchuk, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 12 (2015),  874–883
7. On accuracy of approximation in Koul’s theorem for weighted empirical processes
A. I. Sakhanenko, O. A. Sukhovershina
Sib. Èlektron. Mat. Izv., 12 (2015),  784–794
8. About conditions of gaussian approximation of kernel estimates for distribution density
A. S. Kartashov, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 12 (2015),  766–776
9. Explicit estimators of an unknown parameter in a power regression problem
E. N. Savinkina, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 11 (2014),  725–733
10. On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
Yu. Yu. Linke, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 11 (2014),  464–475
11. On asymptotics of the distributions of some two-step statistical estimators of a mutlidimensional parameter
Yu. Yu. Linke, A. I. Sakhanenko
Mat. Tr., 16:1 (2013),  89–120
12. Explicit asymptotically normal estimators of an unknown parameter in a partially linear regression problem
K. V. Yermolenko, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 10 (2013),  719–726
13. On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter
Yu. Yu. Linke, A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 10 (2013),  627–640
14. On solutions to the equation for improving additives in regression problems
Yu. Yu. Linke, A. I. Sakhanenko
Mat. Tr., 14:2 (2011),  127–146
15. Consistent estimation in a linear regression problem with random errors in coefficients
A. I. Sakhanenko, Yu. Yu. Linke
Sibirsk. Mat. Zh., 52:4 (2011),  894–912
16. A general estimate in the invariance principle
A. I. Sakhanenko
Sibirsk. Mat. Zh., 52:4 (2011),  876–893
17. Improvement of estimators in a linear regression problem with random errors in coefficients
A. I. Sakhanenko, Yu. Yu. Linke
Sibirsk. Mat. Zh., 52:1 (2011),  143–160
18. Asymptotically optimal estimation in a linear regression problem with random errors in coefficients
Yu. Yu. Linke, A. I. Sakhanenko
Sibirsk. Mat. Zh., 51:1 (2010),  128–145
19. Estimates of Berry–Esseen type for probabilities of large deviations under violation of Cramér condition
A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 6 (2009),  191–198
20. Asymptotically optimal estimation in the linear regression problem in the case of violation of some classical assumptions
Yu. Yu. Linke, A. I. Sakhanenko
Sibirsk. Mat. Zh., 50:2 (2009),  380–396
21. Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients
Yu. Yu. Linke, A. I. Sakhanenko
Sibirsk. Mat. Zh., 49:3 (2008),  592–619
22. On conditions for SLLN for martingales with identically distributed increments
A. I. Sakhanenko
Sib. Èlektron. Mat. Izv., 4 (2007),  547–552
23. Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients
A. I. Sakhanenko, Yu. Yu. Linke
Sibirsk. Mat. Zh., 47:6 (2006),  1372–1400
24. Estimates in the invariance principle in terms of truncated power moments
A. I. Sakhanenko
Sibirsk. Mat. Zh., 47:6 (2006),  1355–1371
25. Convergence and convergence rate to fractional Brownian motion for weighted random sums
T. Konstantopoulos, A. Sakhanenko
Sib. Èlektron. Mat. Izv., 1 (2004),  47–63
26. On transient phenomena in random walks
A. I. Sakhanenko
Teor. Veroyatnost. i Primenen., 49:2 (2004),  382–395
27. Asymptotically normal explicit estimation of parameters in the Michaelis–Menten equation
Yu. Yu. Linke, A. I. Sakhanenko
Sibirsk. Mat. Zh., 42:3 (2001),  610–633
28. Asymptotically normal estimation of a multidimensional parameter in the linear-fractional regression problem
Yu. Yu. Linke, A. I. Sakhanenko
Sibirsk. Mat. Zh., 42:2 (2001),  372–388
29. Asymptotically normal estimation of a parameter in a linear-fractional regression problem
Yu. Yu. Linke, A. I. Sakhanenko
Sibirsk. Mat. Zh., 41:1 (2000),  150–163
30. On conditions for convergence of the densities of smoothed distributions in the central limit theorem
A. I. Sakhanenko, K. V. Chumatchenko
Sibirsk. Mat. Zh., 37:4 (1996),  932–939
31. Estimates for the accuracy of coupling in the central limit theorem
A. I. Sakhanenko
Sibirsk. Mat. Zh., 37:4 (1996),  919–931
32. Limit theorems for random processes
A. A. Borovkov, A. A. Mogul'skii, A. I. Sakhanenko
Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 82 (1995),  5–194
33. Remarks on inequalities for the probabilities of large deviations
I. F. Pinelis, A. I. Sahanenko
Teor. Veroyatnost. i Primenen., 30:1 (1985),  127–131
34. On Levy–Kolmogorov inequalities for random variables with values in a Banach space
A. I. Sahanenko
Teor. Veroyatnost. i Primenen., 29:4 (1984),  793–799
35. On the estimates of the rate of convergence in the invariance principle for Banach spaces
A. A. Borovkov, A. I. Sahanenko
Teor. Veroyatnost. i Primenen., 25:4 (1980),  734–744
36. Estimates of the rate of convergence in the invariance principle
A. I. Sakhanenko
Dokl. Akad. Nauk SSSR, 219:5 (1974),  1076–1078
37. On the speed of convergence in a boundary problem
A. I. Sakhanenko
Teor. Veroyatnost. i Primenen., 19:2 (1974),  416–421
38. Remarks on convergence of random processes in non-separable metric spaces and on the non-existence of a Borel measure for processes in $C(0,\infty)$
A. A. Borovkov, A. I. Sakhanenko
Teor. Veroyatnost. i Primenen., 18:4 (1973),  812–815

39. On Zhulev's paper “On large deviations. II”
A. A. Borovkov, A. A. Mogul'skii, L. V. Rozovskii, A. I. Sakhanenko
Teor. Veroyatnost. i Primenen., 51:2 (2006),  445–446

Presentations in Math-Net.Ru
1. 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   
2. Об усилениях оценок Комлоша–Майора–Тушнади для последовательных сумм
A. I. Sakhanenko
Seminar of the Department of Discrete Mathematics, Steklov Mathematical Institute of RAS
February 7, 2012 16:00

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