第 1 到 37 筆結果，共 37 筆。
| 公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 | |
|---|---|---|---|---|---|---|---|
| 1 | 2023 | A bootstrap test for threshold effects in a diffusion process | Heiko Rachinger; Edward MH Lin; Henghsiu Tsai | COMPUTATIONAL STATISTICS 39, 2859-2872 | |||
| 2 | 2022 | Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing | Po-Yi Liu; Chi-Hua Wang; Henghsiu Tsai | arXiv:2208.09372 [stat.ML], 1-24 | |||
| 3 | 2022 | Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | Milan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca Fusai | Operations Research 70(4), 1984-1995 | |||
| 4 | 2021 | Non-parametric estimation of conditional tail expectation for long-horizon returns | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 31(1), 547-569 | |||
| 5 | 2020 | Chapter 72: Non-Parametric Inference on Risk Measures for Integrated Returns | Henghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin Chen | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company) | |||
| 6 | 2020 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Ting-Hung Yu; Henghsiu Tsai ; Heiko Rachinger | COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823 | |||
| 7 | 2019 | Detection of Differential Item Functioning via the Credible Intervals and Odds Ratios Methods | Ya-Hui Su; Henghsiu Tsai | Quantitative Psychology Research (PROMS 265) (Cham : Springer) | |||
| 8 | 2018 | Using Credible Intervals to Detect Differential Item Functioning in IRT Models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | Quantitative Psychology Research (Vol. 233) (Switzerland : Springer) | |||
| 9 | 2018 | Inference of bivariate long-memory aggregate time series | Henghsiu Tsai ; Heiko Rachinger; Kung-Sik Chan | STATISTICA SINICA 28, 399-421 | |||
| 10 | 2017 | Using credible intervals to detect dierential item functioning in IRT models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | ||||
| 11 | 2017 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Henghsiu Tsai ; Ting-Hung Yu | ||||
| 12 | 2016 | Value at risk for integrated returns and its applications to equity portfolios | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 26(4), 1631-1648 | |||
| 13 | 2016 | A Three-Parameter Speeded Item Response Model: Estimation and Application | Joyce Chang; Henghsiu Tsai ; Ya-Hui Su; Edward M. H. Lin | Quantitative Psychology Research - The 80th Annual Meeting of the Psychometric Society, Beijing, 2015 (Switzerland : Springer International Publishing) | |||
| 14 | 2014 | On the ruin time for risk reserve processes when the claims have infinite expectation | Tsung-Lin Cheng; Henghsiu Tsai | Journal of the Chinese Statistical Association 52(4), 435-448 | |||
| 15 | 2013 | Asymptotic behavior of temporal aggregates in the frequency domain | Hassler, Uwe; Tsai, Henghsiu | Journal of Time Series Econometrics 5(1), 47-60 | |||
| 16 | 2012 | Inference of seasonal long-memory aggregate time series | Chan, Kung-Sik; Tsai, Henghsiu | Bernoulli 18(4), 1448-1464. | |||
| 17 | 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 | |||
| 18 | 2010 | Constrained factor models | Tsai, Henghsiu ; Tsay, Ruey S. | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 105(492), 1593-1605 | |||
| 19 | 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 | |||
| 20 | 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 | |||
| 21 | 2009 | On continuous time autoregressive fractionally integrated moving average processes | Tsai, Henghsiu | Bernoulli 15, 178-194 | |||
| 22 | 2008 | A note on inequality constraints in the GARCH model | Tsai, Henghsiu ; Chan, Kung-Sik | Econometric Theory 24, 823-828 | |||
| 23 | 2007 | A note on non-negative ARMA processes | Tsai, Henghsiu ; Chan, Kung-Sik | Journal of Time Series Analysis 28(3), 350-360 | |||
| 24 | 2006 | Quasi-maximum likelihood estimation of long-memory limiting aggregate processes | Tsai, Henghsiu | Statistica Sinica 16, 213-226 | |||
| 25 | 2005 | Temporal aggregation of stationary and non-stationary continuous-time processes | Tsai, Henghsiu ; Chan, Kung-Sik | Scandinavian Journal of Statistics 32, 583-597 | |||
| 26 | 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 | |||
| 27 | 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 | |||
| 28 | 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 | |||
| 29 | 2005 | Temporal aggregation of stationary and nonstationary discrete-time processes | Tsai, Henghsiu ; Chan, Kung-Sik | Journal of Time Series Analysis 26, 613-624 | |||
| 30 | 2003 | A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling. | Tsai, Henghsiu ; Chan, Kung-Sik | Bernoulli 9, 895-919 | |||
| 31 | 2002 | A note on testing for nonlinearity with partially observed time series | Tsai, Henghsiu ; Chan, Kung-Sik | Biometrika 89, 245-250 | |||
| 32 | 2000 | Testing for nonlinearity with partially observed time series | Tsai, Henghsiu ; Chan, Kung-Sik | Biometrika 87, 805-821 | |||
| 33 | 2000 | A note on the covariance structure of a continuous-time ARMA process | Tsai, Henghsiu ; Chan, Kung-Sik | Statistica Sinica 10, 989-998 | |||
| 34 | 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) | |||
| 35 | - | 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 | |||
| 36 | - | Inference of bivariate long-memory aggregate time series | Tsai, Henghsiu ; Rachinger, Heiko; Chan, Kung-Sik | Inference of bivariate long-memory aggregate time series | |||
| 37 | - | Doubly Constrained Factor Models with Applications | Tsai, H. ; Tsay, R. S.; Lin, E. M. H.; Cheng, C. W. | Doubly Constrained Factor Models with Applications |
