| 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 | | | |
| 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) | | | |
| - | 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. | | | |
| 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 | | | |
| 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 | | | |
| 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 | | | |
