Henghsiu Tsai

发表

A note on the non-negativity of continuous-time ARMA and GARCH processes

Henghsiu Tsai, Kung-Sik Chan, Kung-Sik Chan, 2009, Stat. Comput..

Using Credible Intervals to Detect Differential Item Functioning in IRT Models

Henghsiu Tsai, Ya-Hui Su, Joyce Chang, 2017 .

Approximate maximum likelihood estimation of a threshold diffusion process

Henghsiu Tsai, Ting-Hung Yu, Heiko Rachinger, 2020, Comput. Stat. Data Anal..

ESTIMATION AND PREDICTION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS

Henghsiu Tsai, Hwai-Chung Ho, Hung-Yin Chen, 2021 .

A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

Henghsiu Tsai, Kung-Sik Chan, Kung-Sik Chan, 2008, Econometric Theory.

Semiparametric estimation for seasonal long-memory time series using generalized exponential models

Nan-Jung Hsu, Henghsiu Tsai, Nan-Jung Hsu, 2009 .

Constrained Factor Models

Henghsiu Tsai, Ruey S. Tsay, R. Tsay, 2010 .

Inference of seasonal long-memory aggregate time series

Henghsiu Tsai, Kung-Sik Chan, Kung-Sik Chan, 2012, 1211.5513.

QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF LONG-MEMORY LIMITING AGGREGATE PROCESSES

Henghsiu Tsai, 2006 .

Inference of Seasonal Long‐memory Time Series with Measurement Error

Henghsiu Tsai, Edward M. H. Lin, Edward M.H. Lin, 2015 .

Maximum likelihood estimation of linear continuous time long memory processes with discrete time data

Henghsiu Tsai, Kung-Sik Chan, K. Chan, 2005 .

Temporal Aggregation of Stationary and Nonstationary Discrete-Time Processes

Henghsiu Tsai, Kenneth Chan, 2005 .

A Note on Non‐Negative Arma Processes

Henghsiu Tsai, K. Chan, Henghsiu Tsai, 2007 .

Testing for nonlinearity with partially observed time series

Henghsiu Tsai, Kung-Sik Chan, K. Chan, 2000 .

Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes

Henghsiu Tsai, Henghsiu Tsai, K. S. Chan, 2005 .