Results for R-estimation

Publications & Outputs

1. R-estimators in GARCH models: asymptotics and applications

   Liu, H. & Mukherjee, K., 31/12/2021, In: The Econometrics Journal. 25, 1, p. 98-113 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. R-estimation in autoregression with square-integrable score function.

   Mukherjee, K. & Bai, Z. D., 1/04/2002, In: Journal of Multivariate Analysis. 81, 1, p. 167-186 20 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review