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Кафедра теории вероятностей,
статистики
и актуарной математики

Механико-математический
факультет

prob.stat.act@gmail.com, probability@univ.kiev.ua
Tel/Fax: +38 (044) 259 03 92

   

Людмила Михайловна Сахно



Конференции

  • 11th International Conference COMPUTER DATA ANALYSIS & MODELING 2016 Theoretical & Applied Stochastics, September 6-10, 2016, Minsk, Belarus , (2016)
  • Probability, Realibility and Stochastic Optimization, April 7-10, 2015, Kyiv, Ukraine , (2015)
  • Modern Stochastics: Theory and Applications III, September 10-14, 2012, Kyiv, Ukraine, (2012)

Џубликации

      • Статьи
        • 2017
          • K. Buchak, L. Sakhno "Compositions of Poisson and Gamma processes". Modern Stochastics: Theory and Applications, Vol.4, Iss.2 pp. 161 - 188, - 2017
          2016
          • M. DOvidio, E.Orsingher, L.Sakhno "Spectral densities related to some fractionsl stochastic differential equations". Electron. Commun. Probab., Vol.21, Iss. pp. 1 - 15, - 2016
          • K.Kobylych, L.Sakhno "Point processes subordinated to compound Poisson processes (in Ukrainian)". Teor. Imovir. ta Matem. Statyst., Vol.94, Iss. pp. 85 - 92, - 2016
          2015
          • Avram F., Leonenko N., Sakhno L. "Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities". Stochastic Processes and their Applications, Vol.125, Iss.4, pp. 1629 - 1652, - 2015 Зовнішнє посилання
          2014
          • Sakhno L. "Minimum Contrast Method for Parameter Estimation in the Spectral Domain ". In: Modern Stochastics and Applications, pp. 319 - 336, - 2014
          • Sakhno L. "Asymptotics for functionals of powers of a periodogram". Modern Stochastics: Theory and Applications, Vol.1, Iss.2, pp. 181 - 194, - 2014 Зовнішнє посилання
          2012
          • Leonenko N., Sakhno L. "On Spectral Representations of Tensor Random Fields on the Sphere, Vol.30 ". , Vol.30, Iss. pp. 44 - 66, - 2012
          • Сахно Л. "Дослідження інтегралів від квадрату періодограми та їх застосування до статистичного параметричного оцінювання ". , pp. 35 - 38, - 2012
          • Leonenko N., Sakhno L., Suvak N. "Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes ". Теорія ймовірностей та математична статистика, Вип. 86, pp. 121 - 137, - 2012
          • Sakhno L. "Minimum contrast estimation of stationary processes based on the squared periodogram". Lithuanian Mathematical Journal, Vol. 52, № 4 , pp. 400 - 419, - 2012
          2011
          • L.Beghin, E.Orsingher, L.Sakhno "Equations of mathematical physics and compositions of Brownian and Cauchy processes". Stochastic Analysis and Applications, v. 29, pp. 551 - 569, - 2011
          • Л.Сахно "Про оцінювання інтегралів від спектральних щільностей старших порядків". Прикладна статистика. Актуарна та фінансова математика, № 1-2, - 2011
          2010
          • F. Avram, N. Leonenko, L. Sakhno "On Szego type limit theo-rem, the Holder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields". ESAIM: Probability and Statistics, Vol. 14 , - 2010
          • Сахно Л.М. "Оцінювання спектральних щільностей стаціонарних процесів методом локального мінімального контрасту". Прикладна статистика. Актуарна та фінансова математика, № 1, - 2010
          • E. Orsingher, F. Polito, L. Sakhno "Fractional non-linear, linear and sublinear death processes". Journal of Statistical Physics, V. 141, - 2010
          • F. Avram, N. Leonenko, L. Sakhno "Harmonic analysis tools for statistical inference in the spectral domain". In: Dependence in Probability and Statistics (Eds P. Doukhan, G.Lang, D. Surgailis, G.Teyssiere). Lecture Notes in Statistics, Vol. 200 , - 2010
          2009
          • L.Beghin, L.Sakhno, E.Orsingher "Equation of mathematical physics and compositions of Brownian and Cauchy processes". , - 2009
          • Сахно Л.М. "Про асимптотичну нормальність спектральних оцінок в умовах інтегрованості спектральних щільностей". Прикладна статистика та актуарна математика, № 1-2 , - 2009
          • Anh V.V., Leonenko N.N., Sakhno L.M. "Evaluation of bias in higher-order spectral estimation". Теорія ймовір. та матем. статист. Вип. 80, - 2009
          2007
          • Sakhno, Ludmila "Bias control in the estimation of spectral functionals.". Theory Stoch. Process. 13, No. 29, Part 1-2, pp. 225 - 233, - 2007
          • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Statistical inference using higher-order information.". J. Multivariate Anal. 98, No. 4, pp. 706 - 742, - 2007
          • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Minimum contrast estimation of random processes based on information of second and third orders. ". J. Stat. Plann. Inference 137, No. 4, pp. 1302 - 1331, - 2007
          2006
          • Kabanov, Yuri; Mishura, Yuliya; Sakhno, Ludmila "Multiparameter generalizations of the Dalang-Morton-Willinger theorem.". Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9‒15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk)., pp. 333 - 341, - 2006
          • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Spectral properties of Burgers and KPZ turbulence.". J. Stat. Phys. 122, No. 5, pp. 949 - 974, - 2006
          • Leonenko, N.N.; Sakhno, L.M. "On the Whittle estimators for some classes of continuous-parameter random processes and fields.". Stat. Probab. Lett. 76, No. 8, pp. 781 - 795, - 2006
          2005
          • De Gregorio, A.; Orsinger, E.; Sakhno, L. "Motions with finite velocity analyzed with order statistics and differential equations. ". Teor. Jmovirn. Mat. Stat. 71, 57-71 (2004) and Theory Probab. Math. Stat. 71, pp. 63 - 79, - 2005
          2004
          • Leonenko, Nikolai; Sakhno, Ludmila "Limit theorems for empirical spectral functionals of higher orders.". Theory Stoch. Process. 10(26), No. 1-2, pp. 103 - 114, - 2004
          • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence.". J. Appl. Probab. 41A, Spec. Issue, pp. 35 - 53, - 2004
          • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "On a class of minimum contrast estimators for fractional stochastic processes and fields.". J. Stat. Plann. Inference 123, No. 1, pp. 161 - 185, - 2004
          2003
          • Anh, V.V.; Leonenko, N.N.; Moldavskaya, E.M.; Sakhno, L.M. "Estimation of spectral densities with multiplicative parameter.". Acta Appl. Math. 79, No.1-2, pp. 115 - 128, - 2003
          • Anh, V.V.; Leonenko, N.N.; Sakhno, L.M. "Higher-order spectral densities of fractional random fields.". J. Stat. Phys. 111, No.3-4, pp. 789 - 814, - 2003
          2002
          • Leonenko, N.N.; Sakhno, L.; Taufer, E. "Product-limit estimator for long- and short-range dependent sequences under gamma type subordination.". Random Operators \& Stoch. Equat. 10, pp. 301 - 320, - 2002
          • Leonenko, N.N.; Sakhno, L.; Taufer, E. "Product-limit estimator for long- and short-range dependent sequences under gamma type subordination.". Random Oper. Stoch. Equ. 10, No.4, pp. 301 - 320, - 2002
          2001
          • Leonenko, N.N.; Sakhno, L.M. "On the Kaplan‒Meier estimator of long-range dependent sequences.". Statist. Infer. Stoch. Processes 4, pp. 17 - 40, - 2001
          • Leonenko, Nikolai N.; Sakhno, Ludmila M. "On the Kaplan-Meier estimator of long-range dependent sequences.". Stat. Inference Stoch. Process. 4, No. 1, pp. 17 - 40, - 2001
          1993
          • Leonenko, M.M.; Sakhno, L.M. "On the limit distribution of the local time of a homogeneous isotropic $χ^2$ random field.". Prob. Theory Math. Statist. 48, pp. 111 - 124, - 1993
          • Leonenko, M.M.; Sakhno, L.M. "On the limit distribution of the local time of a homogeneous isotropic $χ^2$ random field.". Theory Probab. Math. Stat. 48, pp. 77 - 85, - 1993
          1992
          • Sakhno, L.M. "Local times of a class of random fields.". Theory Probab. Math. Stat. , pp. 117 - 123, - 1992
          1991
          • Sakhno, L.M. "Local times of a class of random fields.". Teor. Veroyatn. Mat. Stat., Kiev 44, pp. 118 - 125, - 1991
          1990
          • Sakhno, L.M. "Local times of homogeneous isotropic random fields of $χ$-square type.". Ukr. Math. J. 42, No.10, pp. 1254 - 1256, - 1990
          • Sakhno, L.M. "Local times of homogeneous isotropic random fields of chi-square type.". Ukr. Mat. Zh. 42, No.10, pp. 1412 - 1415, - 1990

        Фамилия: Сахно
        Имя, отчество: Людмила Михайловна
        Место рождения: Киев, Украина
        Гражданство: Украина
        Адрес:
               Department of Probability Theory, Statistics and Actuarial Mathematics,
               Taras Shevchenko National University of Kyiv,
               Volodymyrska 64, Kyiv 01601, Ukraine
        E-mail: lms@univ.kiev.ua
        Тел.: (+380-44) 259-03-92
        Факс: (+380-44) 259-03-92
        Владение языками:Украинский, русский и английский
        Занимаемая должность:
               Заведующая лабораторией Киевского университета, кафедра теории вероятностей, статистики и актуарно