| 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 | | | |
| 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 | | | |
| 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) | | | |
| 2017 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Henghsiu Tsai ; Ting-Hung Yu | | | | |
| 2020 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Ting-Hung Yu; Henghsiu Tsai ; Heiko Rachinger | COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823 | | | |
| 2013 | Asymptotic behavior of temporal aggregates in the frequency domain | Hassler, Uwe; Tsai, Henghsiu | Journal of Time Series Econometrics 5(1), 47-60 | | | |
| 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) | | | |
| 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 | | | |
| 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) | | | |
| - | Doubly Constrained Factor Models with Applications | Tsai, H. ; Tsay, R. S.; Lin, E. M. H.; Cheng, C. W. | Doubly Constrained Factor Models with Applications | | | |
| - | Inference of bivariate long-memory aggregate time series | Tsai, Henghsiu ; Rachinger, Heiko; Chan, Kung-Sik | Inference of bivariate long-memory aggregate time series | | | |
| 2018 | Inference of bivariate long-memory aggregate time series | Henghsiu Tsai ; Heiko Rachinger; Kung-Sik Chan | STATISTICA SINICA 28, 399-421 | | | |
| 2012 | Inference of seasonal long-memory aggregate time series | Chan, Kung-Sik; Tsai, Henghsiu | Bernoulli 18(4), 1448-1464. | | | |
