Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
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 |