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Disambiguation of "Mukherjee, Kanchan"

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Generalized R-estimators under conditional heteroscedasticity

. Journal of Econometrics, 141 (2): 383--415 (December 2007)

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Kanchan Anand

Kanchan Tolani

Kajal Kanchan

Vera Mukherjee

Santanu Mukherjee

 

Other publications of authors with the same name

Minimum distance estimation in linear models with long-range dependent errors. Statistics & Probability Letters, 21 (5): 347--355 (Dec 7, 1994)Generalized R-estimators under conditional heteroscedasticity. Journal of Econometrics, 141 (2): 383--415 (December 2007)Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series. Journal of Time Series Analysis, 20 (2): 173--192 (60 03 1999)doi: 10.1111/1467-9892.00132.On preliminary test and shrinkage estimation in linear models with long-memory errors. Journal of Statistical Planning and Inference, 69 (2): 319--328 (Jun 15, 1998)M-estimators of some GARCH-type models; computation and application., and . Stat. Comput., 20 (4): 435-445 (2010)ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS, and . Journal of Time Series Analysis, 24 (2): 127--136 (60 03 2003)doi: 10.1111/1467-9892.00296.Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models, and . Statistics & Probability Letters, 44 (2): 137--146 (Aug 15, 1999)