Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
- | Inference of bivariate long-memory aggregate time series | Tsai, Henghsiu; Rachinger, Heiko; Chan, Kung-Sik | Inference of bivariate long-memory aggregate time series | | | |
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 | | | |
2009 | On continuous time autoregressive fractionally integrated moving average processes | Tsai, Henghsiu | Bernoulli 15, 178-194 | | | |
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 | | | |
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 | | | |