Tajvidi, N.; Turlach, B. A. A general approach to generate random variates for multivariate copulae. (English) Zbl 1521.62077 Aust. N. Z. J. Stat. 60, No. 1, 140-155 (2018). MSC: 62H05 62G32 60G70 60F10 PDFBibTeX XMLCite \textit{N. Tajvidi} and \textit{B. A. Turlach}, Aust. N. Z. J. Stat. 60, No. 1, 140--155 (2018; Zbl 1521.62077) Full Text: DOI
Kuffner, Todd A.; Lee, Stephen M. S.; Young, G. A. Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences. (English) Zbl 1521.62064 Aust. N. Z. J. Stat. 60, No. 1, 103-114 (2018). MSC: 62G09 62G20 62M10 60E15 PDFBibTeX XMLCite \textit{T. A. Kuffner} et al., Aust. N. Z. J. Stat. 60, No. 1, 103--114 (2018; Zbl 1521.62064) Full Text: DOI Link
Penzer, Jeremy; Wang, Mingjin; Yao, Qiwei Approximating volatilities by asymmetric power GARCH functions. (English) Zbl 1337.62332 Aust. N. Z. J. Stat. 51, No. 2, 201-225 (2009). MSC: 62P05 62M10 91B84 62M09 91G70 PDFBibTeX XMLCite \textit{J. Penzer} et al., Aust. N. Z. J. Stat. 51, No. 2, 201--225 (2009; Zbl 1337.62332) Full Text: DOI
Wang, Gaowen; Mao, Wei-Lin Unit root testing in the presence of heavy-tailed GARCH errors. (English) Zbl 1337.62228 Aust. N. Z. J. Stat. 50, No. 3, 273-292 (2008). MSC: 62M07 62G10 60G10 PDFBibTeX XMLCite \textit{G. Wang} and \textit{W.-L. Mao}, Aust. N. Z. J. Stat. 50, No. 3, 273--292 (2008; Zbl 1337.62228) Full Text: DOI
Pakes, Anthony G.; Navarro, Jorge Distributional characterizations through scaling relations. (English) Zbl 1117.62015 Aust. N. Z. J. Stat. 49, No. 2, 115-135 (2007). MSC: 62E10 PDFBibTeX XMLCite \textit{A. G. Pakes} and \textit{J. Navarro}, Aust. N. Z. J. Stat. 49, No. 2, 115--135 (2007; Zbl 1117.62015) Full Text: DOI
Peng, Liang; Qi, Yongcheng A new calibration method of constructing empirical likelihood-based confidence intervals for the tail index. (English) Zbl 1115.62053 Aust. N. Z. J. Stat. 48, No. 1, 59-66 (2006). MSC: 62G15 62G32 PDFBibTeX XMLCite \textit{L. Peng} and \textit{Y. Qi}, Aust. N. Z. J. Stat. 48, No. 1, 59--66 (2006; Zbl 1115.62053) Full Text: DOI