公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
2023 | A bootstrap test for threshold effects in a diffusion process | Heiko Rachinger; Edward MH Lin; Henghsiu Tsai | COMPUTATIONAL STATISTICS 39, 2859-2872 | |||
2020 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Ting-Hung Yu; Henghsiu Tsai ; Heiko Rachinger | COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823 | |||
2018 | Inference of bivariate long-memory aggregate time series | Henghsiu Tsai ; Heiko Rachinger; Kung-Sik Chan | STATISTICA SINICA 28, 399-421 |