Fu, Ke-Ang; Li, Jie On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations. (English) Zbl 07713484 Commun. Stat., Simulation Comput. 52, No. 2, 309-319 (2023). MSC: 62F40 60F05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Simulation Comput. 52, No. 2, 309--319 (2023; Zbl 07713484) Full Text: DOI
Xie, Lin; Xiao, Hongmin; He, Yan The limit property of a risk model based on entrance processes. (English) Zbl 1524.91094 Commun. Stat., Simulation Comput. 51, No. 3, 955-972 (2022). MSC: 91G05 62P05 91B05 PDFBibTeX XMLCite \textit{L. Xie} et al., Commun. Stat., Simulation Comput. 51, No. 3, 955--972 (2022; Zbl 1524.91094) Full Text: DOI
Gomes, M. Ivette; Caeiro, Frederico; Figueiredo, Fernanda; Henriques-Rodrigues, Lgia; Pestana, Dinis Corrected-Hill versus partially reduced-bias value-at-risk estimation. (English) Zbl 07552629 Commun. Stat., Simulation Comput. 49, No. 4, 867-885 (2020). MSC: 62G32 65C05 PDFBibTeX XMLCite \textit{M. I. Gomes} et al., Commun. Stat., Simulation Comput. 49, No. 4, 867--885 (2020; Zbl 07552629) Full Text: DOI
Xing, Guo-dong; Li, Xiaohu; Yang, Shanchao Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model. (English) Zbl 07552588 Commun. Stat., Simulation Comput. 49, No. 2, 491-503 (2020). MSC: 60F05 91B30 PDFBibTeX XMLCite \textit{G.-d. Xing} et al., Commun. Stat., Simulation Comput. 49, No. 2, 491--503 (2020; Zbl 07552588) Full Text: DOI