1. 2022
  2. On detecting alternatives by one-parametric recursive residuals

    Sakhanenko, A. I., 2022, In: Siberian Electronic Mathematical Reports. 19, 1, p. 292-308 17 p.

    Research output: Contribution to journalArticlepeer-review

  3. 2021
  4. On representations and simulation of conditioned random walks on integer lattices

    Sakhanenko, A. & Foss, S., 2021, In: Siberian Electronic Mathematical Reports. 18, 2, p. 1556-1571 16 p., 51.

    Research output: Contribution to journalArticlepeer-review

  5. Remarks on invariance principle for one-parametric recursive residuals

    Sakhanenko, A. I., Kovalevskii, A. P. & Shelepova, A. D., 2021, In: Siberian Electronic Mathematical Reports. 18, 2, p. 1058-1074 17 p., 40.

    Research output: Contribution to journalArticlepeer-review

  6. Structural Properties of Conditioned Random Walks on Integer Lattices with Random Local Constraints

    Foss, S. & Sakhanenko, A., 2021, Progress in Probability. Vares, M. E., Fernández, R., Fontes, L. R. & Newman, C. M. (eds.). 1 ed. Birkhauser Verlag Basel, p. 407-438 32 p. (Progress in Probability; vol. 77).

    Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

  7. Об асимптотике распределения момента выхода обобщенного процесса восстановления за невозрастающую границу

    Sakhanenko, A., Wachtel, V., Prokopenko, E. & Shelepova, A., 2021, In: Siberian Electronic Mathematical Reports. 18, 1, p. 9-26 18 p., 2.

    Research output: Contribution to journalArticlepeer-review

  8. 2020
  9. Lundberg-type inequalities for non-homogeneous risk models

    Zhou, Q., Sakhanenko, A. & Guo, J., 1 Oct 2020, In: Stochastic Models. 36, 4, p. 661-680 20 p.

    Research output: Contribution to journalArticlepeer-review

  10. Discrete Conditioned Random Walks with Random Local Constraints

    Саханенко, А. И. & Фосс, С. Г., 2020, p. 1-8. 8 p.

    Research output: Contribution to conferenceAbstractpeer-review

  11. Exponential bounds of ruin probabilities for non-homogeneous risk models

    Zhou, Q., Саханенко, А. И. & Guo, J., 2020, In: Probability and Mathematical Statistics.

    Research output: Contribution to journalArticlepeer-review

  12. First-passage times for random walks in the triangular array setting

    Саханенко, А. И., Denisov, D. & Wachtel, V., 2020, p. 1-6. 6 p.

    Research output: Contribution to conferenceAbstractpeer-review

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