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Henghsiu Tsai
Henghsiu Tsai
Research Fellow of Institute of Statistical Science, Academia Sinica
Bestätigte E-Mail-Adresse bei stat.sinica.edu.tw - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Quasi‐maximum likelihood estimation for a class of continuous‐time long‐memory processes
H Tsai, KS Chan
Journal of Time Series Analysis 26 (5), 691-713, 2005
552005
A note on inequality constraints in the GARCH model
H Tsai, KS Chan
Econometric Theory 24 (3), 823-828, 2008
472008
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data
H Tsai, KS Chan
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005
372005
A note on non-negative continuous time processes
H Tsai, KS Chan
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005
362005
Temporal aggregation of stationary and nonstationary discrete‐time processes
H Tsai, KS Chan
Journal of Time Series Analysis 26 (4), 613-624, 2005
362005
A note on the covariance structure of a continuous-time ARMA process
H Tsai, KS Chan
Statistica Sinica, 989-998, 2000
352000
Constrained factor models
H Tsai, RS Tsay
Journal of the American Statistical Association 105 (492), 1593-1605, 2010
332010
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling
H Tsai, KS Chan
Bernoulli 9 (5), 895-919, 2003
292003
On continuous-time autoregressive fractionally integrated moving average processes
H Tsai
262009
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
H Tsai, KS Chan
Scandinavian journal of statistics 32 (4), 583-597, 2005
262005
Semiparametric estimation for seasonal long-memory time series using generalized exponential models
NJ Hsu, H Tsai
Journal of Statistical Planning and Inference 139 (6), 1992-2009, 2009
222009
A Note on Non‐Negative Arma Processes
H Tsai, KS Chan
Journal of Time Series Analysis 28 (3), 350-360, 2007
222007
Testing for nonlinearity with partially observed time series
H Tsai, KS Chan
Biometrika 87 (4), 805-821, 2000
212000
Inference of seasonal long‐memory time series with measurement error
H Tsai, H Rachinger, EMH Lin
Scandinavian Journal of Statistics 42 (1), 137-154, 2015
182015
A note on the non-negativity of continuous-time ARMA and GARCH processes
H Tsai, KS Chan
Statistics and computing 19, 149-153, 2009
162009
Inference of seasonal long-memory aggregate time series
KS Chan, H Tsai
152012
Quasi-maximum likelihood estimation of long-memory limiting aggregate processes
H Tsai
Statistica Sinica, 213-226, 2006
112006
Approximate maximum likelihood estimation of a threshold diffusion process
TH Yu, H Tsai, H Rachinger
Computational statistics & data analysis 142, 106823, 2020
92020
Inference of bivariate long-memory aggregate time series
H Tsai, H Rachinger, KS Chan
Statistica Sinica 28 (1), 399-421, 2018
6*2018
Doubly constrained factor models with applications
H Tsai, RS Tsay, EMH Lin, CW Cheng
Statistica Sinica, 1453-1478, 2016
62016
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