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Dr Kanchan Mukherjee

Senior Lecturer

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  1. Published

    A Review of Robust Estimation under Conditional Heteroscedasticity

    Mukherjee, K., 2012, A Review of Robust Estimation under Conditional Heteroscedasticity. Rao, C. R., Subba Rao, T. & Subba Rao, S. (eds.). Oxford: Elsevier, Vol. 30. p. 123-156 34 p. (Handbook of Statistics).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed)

  2. Published

    A study of Value-at-Risk based on M-estimators of the conditional heteroscedastic models

    Mukherjee, K. & Iqbal, F., 08/2012, In: Journal of Forecasting. 31, 5, p. 377-390 14 p.

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

  3. Published

    Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling design

    Lahiri, S. & Mukherjee, K., 2004, In: Annals of the Institute of Statistical Mathematics. 56, 2, p. 225-250 26 p.

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

  4. Published

    Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models

    Chen, S. & Mukherjee, K., 15/08/1999, In: Statistics and Probability Letters. 44, 2, p. 137-146 10 p.

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

  5. Published

    Asymptotics of quantiles and rank scores in nonlinear time series

    Mukherjee, K., 03/1999, In: Journal of Time Series Analysis. 20, 2, p. 173-192 20 p.

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

  6. Published

    Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors.

    Koul, H. L. & Mukherjee, K., 12/1993, In: Probability Theory and Related Fields. 95, 4, p. 535-553 19 p.

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

  7. Published

    Asymptotics of some empirical functionals under long range dependence

    Mukherjee, K. & Majumdar, S., 1997, In: Sankhya - Series A. 59, p. 88-101 14 p.

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

  8. Published

    Bayesian signal estimation

    Mukherjee, K. & Majumdar, S., 1996, In: Statistics and Decisions. 14, p. 275-293 19 p.

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

  9. Published

    Bootstrapping a weighted linear estimator of the ARCH parameters

    Bose, A. & Mukherjee, K., 05/2009, In: Journal of Time Series Analysis. 30, 3, p. 315-331 17 p.

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

  10. 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/Magazine › Journal article › peer-review

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