Kanchan Mukherjee

Available identifiers

zbMath Open mukherjee.kanchanMaRDI QIDQ289159

List of research outcomes

Publication	Date of Publication	Type
R-estimators in GARCH models: asymptotics and applications	2022-06-22	Paper
R-estimators in GARCH models; asymptotics, applications and bootstrapping	2019-12-13	Paper
A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models	2018-10-11	Paper
Generalized R-estimators under conditional heteroscedasticity	2016-05-27	Paper
On the Computation of R-Estimators	2014-07-02	Paper
Bootstrapping a weighted linear estimator �of the ARCH parameters	2011-02-22	Paper
M-ESTIMATION IN GARCH MODELS	2010-04-08	Paper
Pseudo‐likelihood estimation in ARCH models	2008-02-22	Paper
On the design-consistency property of hierarchical Bayes estimators in finite population sam\-pling	2007-09-03	Paper
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS	2007-05-29	Paper
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs	2005-03-14	Paper
R-estimation in autoregression with square-integrable score function	2002-07-08	Paper
Central limit theorems revisited	2001-06-13	Paper
LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES	2001-03-29	Paper
The asymptotic behaviour of a class ofL-estimators under long-range dependence	2000-08-13	Paper
Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models	2000-07-03	Paper
Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series	2000-05-24	Paper
On preliminary test and shrinkage estimation in linear models with long-memory errors	2000-05-08	Paper
Empirical Bayes Estimation of Finite Population Means from Complex Surveys	1999-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q4384070	1998-11-15	Paper
Regression quantiles and related processes under long range dependent errors	1995-03-16	Paper
Minimum distance estimation in linear models with long-range dependent errors	1995-01-09	Paper
Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors	1994-08-15	Paper

Research outcomes over time

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