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Sakhanenko Aleksandr Ivanovich

Publications in Math-Net.Ru

  1. On first-passage times for symmetric random walks without Lindeberg condition

    Sib. Èlektron. Mat. Izv., 20:1 (2023),  86–99
  2. On detecting alternatives by one-parametric recursive residuals

    Sib. Èlektron. Mat. Izv., 19:1 (2022),  292–308
  3. Crossing an Asymptotically Square-Root Boundary by the Brownian Motion

    Trudy Mat. Inst. Steklova, 316 (2022),  113–128
  4. 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
  5. On representations and simulation of conditioned random walks on integer lattices

    Sib. Èlektron. Mat. Izv., 18:2 (2021),  1556–1571
  6. Remarks on invariance principle for one-parametric recursive residuals

    Sib. Èlektron. Mat. Izv., 18:2 (2021),  1058–1074
  7. 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
  8. Prokhorov distance with rates of convergence under sublinear expectations

    Teor. Veroyatnost. i Primenen., 65:4 (2020),  778–804
  9. On improvement of statistical estimators in a power regression problem

    Sib. Èlektron. Mat. Izv., 16 (2019),  1901–1912
  10. On Borovkov's estimate in the Invariance Principle

    Sib. Èlektron. Mat. Izv., 16 (2019),  1776–1784
  11. On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities

    Sib. Èlektron. Mat. Izv., 15 (2018),  1530–1552
  12. First-passage times over moving boundaries for asymptotically stable walks

    Teor. Veroyatnost. i Primenen., 63:4 (2018),  755–778
  13. On a structure of a conditioned random walk on the integers with bounded local times

    Sib. Èlektron. Mat. Izv., 14 (2017),  1265–1278
  14. Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem

    Sib. Èlektron. Mat. Izv., 14 (2017),  972–979
  15. Conditions of asymptotic normality of one-step $M$-estimators

    Sib. J. Pure and Appl. Math., 16:4 (2016),  46–64
  16. The existence of explicit asymptotically normal estimators of an unknown parameter in a logarithmic regression problem

    Sib. Èlektron. Mat. Izv., 12 (2015),  874–883
  17. On accuracy of approximation in Koul’s theorem for weighted empirical processes

    Sib. Èlektron. Mat. Izv., 12 (2015),  784–794
  18. About conditions of gaussian approximation of kernel estimates for distribution density

    Sib. Èlektron. Mat. Izv., 12 (2015),  766–776
  19. Explicit estimators of an unknown parameter in a power regression problem

    Sib. Èlektron. Mat. Izv., 11 (2014),  725–733
  20. 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
  21. On asymptotics of the distributions of some two-step statistical estimators of a mutlidimensional parameter

    Mat. Tr., 16:1 (2013),  89–120
  22. Explicit asymptotically normal estimators of an unknown parameter in a partially linear regression problem

    Sib. Èlektron. Mat. Izv., 10 (2013),  719–726
  23. On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter

    Sib. Èlektron. Mat. Izv., 10 (2013),  627–640
  24. On solutions to the equation for improving additives in regression problems

    Mat. Tr., 14:2 (2011),  127–146
  25. Consistent estimation in a linear regression problem with random errors in coefficients

    Sibirsk. Mat. Zh., 52:4 (2011),  894–912
  26. A general estimate in the invariance principle

    Sibirsk. Mat. Zh., 52:4 (2011),  876–893
  27. Improvement of estimators in a linear regression problem with random errors in coefficients

    Sibirsk. Mat. Zh., 52:1 (2011),  143–160
  28. Asymptotically optimal estimation in a linear regression problem with random errors in coefficients

    Sibirsk. Mat. Zh., 51:1 (2010),  128–145
  29. Estimates of Berry–Esseen type for probabilities of large deviations under violation of Cramér condition

    Sib. Èlektron. Mat. Izv., 6 (2009),  191–198
  30. 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
  31. Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients

    Sibirsk. Mat. Zh., 49:3 (2008),  592–619
  32. On conditions for SLLN for martingales with identically distributed increments

    Sib. Èlektron. Mat. Izv., 4 (2007),  547–552
  33. Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients

    Sibirsk. Mat. Zh., 47:6 (2006),  1372–1400
  34. Estimates in the invariance principle in terms of truncated power moments

    Sibirsk. Mat. Zh., 47:6 (2006),  1355–1371
  35. Convergence and convergence rate to fractional Brownian motion for weighted random sums

    Sib. Èlektron. Mat. Izv., 1 (2004),  47–63
  36. On transient phenomena in random walks

    Teor. Veroyatnost. i Primenen., 49:2 (2004),  382–395
  37. Asymptotically normal explicit estimation of parameters in the Michaelis–Menten equation

    Sibirsk. Mat. Zh., 42:3 (2001),  610–633
  38. Asymptotically normal estimation of a multidimensional parameter in the linear-fractional regression problem

    Sibirsk. Mat. Zh., 42:2 (2001),  372–388
  39. Asymptotically normal estimation of a parameter in a linear-fractional regression problem

    Sibirsk. Mat. Zh., 41:1 (2000),  150–163
  40. On conditions for convergence of the densities of smoothed distributions in the central limit theorem

    Sibirsk. Mat. Zh., 37:4 (1996),  932–939
  41. Estimates for the accuracy of coupling in the central limit theorem

    Sibirsk. Mat. Zh., 37:4 (1996),  919–931
  42. Limit theorems for random processes

    Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 82 (1995),  5–194
  43. Estimates of Berry–Esseen type for the probabilities of large deviations

    Sibirsk. Mat. Zh., 32:4 (1991),  133–142
  44. 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
  45. On the accuracy of normal approximation in the invariance principle

    Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989),  40–66
  46. On conditions for the asymptotic efficiency of recursive estimates for the location parameter

    Sibirsk. Mat. Zh., 28:3 (1987),  133–139
  47. On the rate of convergence in the multidimensional invariance principle for functionals of integral type

    Sibirsk. Mat. Zh., 28:3 (1987),  78–88
  48. Estimates in an invariance principle

    Trudy Inst. Mat. Sib. Otd. AN SSSR, 5 (1985),  27–44
  49. An invariance principle for a sum of minima

    Sibirsk. Mat. Zh., 26:5 (1985),  62–70
  50. Asymptotics of coefficients of factorized Euler polynomials

    Sibirsk. Mat. Zh., 26:1 (1985),  23–29
  51. Remarks on inequalities for the probabilities of large deviations

    Teor. Veroyatnost. i Primenen., 30:1 (1985),  127–131
  52. 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
  53. On Levy–Kolmogorov inequalities for random variables with values in a Banach space

    Teor. Veroyatnost. i Primenen., 29:4 (1984),  793–799
  54. An estimate for the density of the distribution of functionals of integral type

    Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982),  180–186
  55. Asymptotically optimal tests for testing composite similar hypotheses

    Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982),  79–90
  56. Estimates of the rate of convergence in the invariance principle

    Trudy Inst. Mat. Sib. Otd. AN SSSR, 1 (1982),  72–78
  57. On the estimates of the rate of convergence in the invariance principle for Banach spaces

    Teor. Veroyatnost. i Primenen., 25:4 (1980),  734–744
  58. The rate of convergence of the distribution of the likelihood ratio statistic

    Sibirsk. Mat. Zh., 18:5 (1977),  1168–1175
  59. Estimates of the rate of convergence in the invariance principle

    Dokl. Akad. Nauk SSSR, 219:5 (1974),  1076–1078
  60. The convergence of the distributions of functionals of processes that are defined on the whole axis

    Sibirsk. Mat. Zh., 15:1 (1974),  102–119
  61. On the speed of convergence in a boundary problem

    Teor. Veroyatnost. i Primenen., 19:2 (1974),  416–421
  62. 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

  63. On Zhulev's paper “On large deviations. II”

    Teor. Veroyatnost. i Primenen., 51:2 (2006),  445–446

© Steklov Math. Inst. of RAS, 2026