Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
2008 | A note on inequality constraints in the GARCH model | Tsai, Henghsiu; Chan, Kung-Sik | Econometric Theory 24, 823-828 | | | |
2007 | A note on non-negative ARMA processes | Tsai, Henghsiu; Chan, Kung-Sik | Journal of Time Series Analysis 28(3), 350-360 | | | |
2005 | A note on non-negative continuous time processes | Tsai, Henghsiu; Chan, Kung-Sik | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 67, 589-597 | | | |
2003 | A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling. | Tsai, Henghsiu; Chan, Kung-Sik | Bernoulli 9, 895-919 | | | |
2002 | A note on testing for nonlinearity with partially observed time series | Tsai, Henghsiu; Chan, Kung-Sik | Biometrika 89, 245-250 | | | |
2000 | A note on the covariance structure of a continuous-time ARMA process | Tsai, Henghsiu; Chan, Kung-Sik | Statistica Sinica 10, 989-998 | | | |
2009 | A note on the non-negativity of continuous-time ARMA and GARCH processes | Tsai, Henghsiu; Chan, Kung-Sik | Statistics and Computing 19, 149-153 | | | |
2013 | Asymptotic behavior of temporal aggregates in the frequency domain | Hassler, Uwe; Tsai, Henghsiu | Journal of Time Series Econometrics 5(1), 47-60 | | | |
2000 | Comparison of two discretization methods for estimating continuous-time autoregressive models | Tsai, Henghsiu; Chan, Kung-Sik | Statistics and Finance: An Interface (London : Imperial College) | | | |
2010 | Constrained factor models | Tsai, Henghsiu; Tsay, Ruey S. | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 105(492), 1593-1605 | | | |
- | 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 | | | |