公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
- | Inference of bivariate long-memory aggregate time series | Tsai, Henghsiu ; Rachinger, Heiko; Chan, Kung-Sik | Inference of bivariate long-memory aggregate time series | | | |
2018 | Inference of bivariate long-memory aggregate time series | Henghsiu Tsai ; Heiko Rachinger; Kung-Sik Chan | STATISTICA SINICA 28, 399-421 | | | |
2012 | Inference of seasonal long-memory aggregate time series | Chan, Kung-Sik; Tsai, Henghsiu | Bernoulli 18(4), 1448-1464. | | | |
- | Inference of Seasonal Long-memory Time Series with Measurement Error | Tsai, Henghsiu ; Rachinger, Heiko; Lin, Edward Meng-Hua | Inference of Seasonal Long-memory Time Series with Measurement Error | | | |
2005 | Maximum likelihood estimation of linear continuous time long memory processes with discrete time data | Tsai, Henghsiu ; Chan, Kung-Sik | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 67, 703-716 | | | |
2021 | Non-parametric estimation of conditional tail expectation for long-horizon returns | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 31(1), 547-569 | | | |
2022 | Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing | Po-Yi Liu; Chi-Hua Wang; Henghsiu Tsai | arXiv:2208.09372 [stat.ML], 1-24 | | | |
2009 | On continuous time autoregressive fractionally integrated moving average processes | Tsai, Henghsiu | Bernoulli 15, 178-194 | | | |
2014 | On the ruin time for risk reserve processes when the claims have infinite expectation | Tsung-Lin Cheng; Henghsiu Tsai | Journal of the Chinese Statistical Association 52(4), 435-448 | | | |
2005 | Quasi-maximum likelihood estimation for a class of continuous-time long-memory processes | Tsai, Henghsiu ; Chan, Kung-Sik | Journal of Time Series Analysis 26, 691-713 | | | |
2006 | Quasi-maximum likelihood estimation of long-memory limiting aggregate processes | Tsai, Henghsiu | Statistica Sinica 16, 213-226 | | | |
2009 | Semiparametric inference for seasonal long-memory time series using generalized exponential models | Hsu, Nan-Jung; Tsai, Henghsiu | Journal of Statistical Planning and Inference 139, 1992-2009 | | | |
2022 | Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | Milan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca Fusai | Operations Research 70(4), 1984-1995 | | | |
2005 | Temporal aggregation of stationary and non-stationary continuous-time processes | Tsai, Henghsiu ; Chan, Kung-Sik | Scandinavian Journal of Statistics 32, 583-597 | | | |
2005 | Temporal aggregation of stationary and nonstationary discrete-time processes | Tsai, Henghsiu ; Chan, Kung-Sik | Journal of Time Series Analysis 26, 613-624 | | | |
2011 | Testing for measurement errors with discrete-time data sampled from a CARMA model | Tsai, Henghsiu ; Chan, Kung-Sik; Fayard, Patrick | Statistics and Its Interface 4(2), 235-242 | | | |
2000 | Testing for nonlinearity with partially observed time series | Tsai, Henghsiu ; Chan, Kung-Sik | Biometrika 87, 805-821 | | | |
2017 | Using credible intervals to detect dierential item functioning in IRT models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | | | | |
2018 | Using Credible Intervals to Detect Differential Item Functioning in IRT Models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | Quantitative Psychology Research (Vol. 233) (Switzerland : Springer) | | | |
2016 | Value at risk for integrated returns and its applications to equity portfolios | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 26(4), 1631-1648 | | | |