Kanchan Mukherjee

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Person:289159

Available identifiers

zbMath Open mukherjee.kanchanMaRDI QIDQ289159

List of research outcomes





PublicationDate of PublicationType
R-estimators in GARCH models: asymptotics and applications2022-06-22Paper
R-estimators in GARCH models; asymptotics, applications and bootstrapping2019-12-13Paper
A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models2018-10-11Paper
Generalized R-estimators under conditional heteroscedasticity2016-05-27Paper
On the Computation of R-Estimators2014-07-02Paper
Bootstrapping a weighted linear estimator �of the ARCH parameters2011-02-22Paper
M-ESTIMATION IN GARCH MODELS2010-04-08Paper
Pseudo‐likelihood estimation in ARCH models2008-02-22Paper
On the design-consistency property of hierarchical Bayes estimators in finite population sam\-pling2007-09-03Paper
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS2007-05-29Paper
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs2005-03-14Paper
R-estimation in autoregression with square-integrable score function2002-07-08Paper
Central limit theorems revisited2001-06-13Paper
LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES2001-03-29Paper
The asymptotic behaviour of a class ofL-estimators under long-range dependence2000-08-13Paper
Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models2000-07-03Paper
Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series2000-05-24Paper
On preliminary test and shrinkage estimation in linear models with long-memory errors2000-05-08Paper
Empirical Bayes Estimation of Finite Population Means from Complex Surveys1999-05-30Paper
https://portal.mardi4nfdi.de/entity/Q43840701998-11-15Paper
Regression quantiles and related processes under long range dependent errors1995-03-16Paper
Minimum distance estimation in linear models with long-range dependent errors1995-01-09Paper
Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors1994-08-15Paper

Research outcomes over time

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