Home > Research > Researchers > Dr Kanchan Mukherjee > Publications

Dr Kanchan Mukherjee

Senior Lecturer

  1. Published

    Linearization of randomly weighted empiricals under long range dependence with application to nonlinear regression quantiles

    Mukherjee, K., 06/2000, In: Econometric Theory. 16, 3, p. 301-323 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Pseudo-likelihood estimation in ARCH model

    Mukherjee, K., 06/2006, In: Canadian Journal of Statistics. 34, 2, p. 341-356 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    On the computation of R-estimators

    Mukherjee, K. & Wang, Y., 2014, Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. Lahiri, S., Schick, A., SenGupta, A. & Sriram, T. N. (eds.). Switzerland: Springer, p. 279-288 10 p. (Springer Proceedings in Mathematics & Statistics ; vol. 68).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  4. Published

    Bootstrapping M-estimators in GARCH models

    Mukherjee, K., 1/09/2020, In: Biometrika. 107, 3, p. 753-760 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

Previous 1 2 Next

Back to top