Skip navigation
  • 中文
  • English

DSpace CRIS

  • DSpace logo
  • 首頁
  • 單位
  • 研究人員
  • 研究成果檢索
  • 計畫
  • 分類瀏覽
    • 單位
    • 研究人員
    • 研究成果檢索
    • 計畫
  • 學術出版
  • 登入
  • 中文
  • English
  1. Scholars Hub of the Academia Sinica
中央研究院 / 數理科學組 / 統計科學研究所

Tsai, Henghsiu 

研究人員網路 瀏覽統計 Email 通知 RSS Feed

  • 簡歷
  • 研究成果 37
  • 計畫

研究成果
  • 全部
  • 期刊文章
  • 會議論文
  • 圖書及章節
  • 其他

依作者

  • 22 tsai, henghsiu
  • 16 chan, kung-sik
  • 14 henghsiu tsai
  • 4 ya-hui su
  • 3 heiko rachinger
  • 3 hung-yin chen
  • 3 hwai-chung ho
  • 3 joyce chang
  • 2 rachinger, heiko
  • 2 ting-hung yu
  • . 下一頁 >

依日期

  • 34 2000 - 2025

依類型

  • 26 期刊論文/journal paper
  • 5 專書(論文集)之一章/chapter in book
  • 4 技術報告/technical report
  • 2 學術會議(研討會)論文/conference paper

全文

  • 37 no fulltext


第 1 到 37 筆結果,共 37 筆。

公開日期題名作者關聯scopusWOS全文
12023A bootstrap test for threshold effects in a diffusion processHeiko Rachinger; Edward MH Lin; Henghsiu Tsai COMPUTATIONAL STATISTICS 39, 2859-2872
22022Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed PricingPo-Yi Liu; Chi-Hua Wang; Henghsiu Tsai arXiv:2208.09372 [stat.ML], 1-24
32022Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum DistributionsMilan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca FusaiOperations Research 70(4), 1984-1995
42021Non-parametric estimation of conditional tail expectation for long-horizon returnsHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 31(1), 547-569
52020Chapter 72: Non-Parametric Inference on Risk Measures for Integrated ReturnsHenghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin ChenHandbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company)
62020Approximate Maximum Likelihood Estimation of A Threshold Diffusion ProcessTing-Hung Yu; Henghsiu Tsai ; Heiko RachingerCOMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823
72019Detection of Differential Item Functioning via the Credible Intervals and Odds Ratios MethodsYa-Hui Su; Henghsiu Tsai Quantitative Psychology Research (PROMS 265) (Cham : Springer)
82018Using Credible Intervals to Detect Differential Item Functioning in IRT ModelsYa-Hui Su; Joyce Chang; Henghsiu Tsai Quantitative Psychology Research (Vol. 233) (Switzerland : Springer)
92018Inference of bivariate long-memory aggregate time seriesHenghsiu Tsai ; Heiko Rachinger; Kung-Sik ChanSTATISTICA SINICA 28, 399-421
102017Using credible intervals to detect dierential item functioning in IRT modelsYa-Hui Su; Joyce Chang; Henghsiu Tsai 
112017Approximate Maximum Likelihood Estimation of A Threshold Diffusion ProcessHenghsiu Tsai ; Ting-Hung Yu
122016Value at risk for integrated returns and its applications to equity portfoliosHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 26(4), 1631-1648
132016A Three-Parameter Speeded Item Response Model: Estimation and ApplicationJoyce Chang; Henghsiu Tsai ; Ya-Hui Su; Edward M. H. LinQuantitative Psychology Research - The 80th Annual Meeting of the Psychometric Society, Beijing, 2015 (Switzerland : Springer International Publishing)
142014On the ruin time for risk reserve processes when the claims have infinite expectationTsung-Lin Cheng; Henghsiu Tsai Journal of the Chinese Statistical Association 52(4), 435-448
152013Asymptotic behavior of temporal aggregates in the frequency domainHassler, Uwe; Tsai, Henghsiu Journal of Time Series Econometrics 5(1), 47-60
162012Inference of seasonal long-memory aggregate time seriesChan, Kung-Sik; Tsai, Henghsiu Bernoulli 18(4), 1448-1464.
172011Testing for measurement errors with discrete-time data sampled from a CARMA modelTsai, Henghsiu ; Chan, Kung-Sik; Fayard, PatrickStatistics and Its Interface 4(2), 235-242
182010Constrained factor modelsTsai, Henghsiu ; Tsay, Ruey S.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 105(492), 1593-1605
192009Semiparametric inference for seasonal long-memory time series using generalized exponential modelsHsu, Nan-Jung; Tsai, Henghsiu Journal of Statistical Planning and Inference 139, 1992-2009
202009A note on the non-negativity of continuous-time ARMA and GARCH processesTsai, Henghsiu ; Chan, Kung-SikStatistics and Computing 19, 149-153
212009On continuous time autoregressive fractionally integrated moving average processesTsai, Henghsiu Bernoulli 15, 178-194
222008A note on inequality constraints in the GARCH modelTsai, Henghsiu ; Chan, Kung-SikEconometric Theory 24,  823-828
232007A note on non-negative ARMA processesTsai, Henghsiu ; Chan, Kung-SikJournal of Time Series Analysis 28(3), 350-360
242006Quasi-maximum likelihood estimation of long-memory limiting aggregate processesTsai, Henghsiu Statistica Sinica 16, 213-226
252005Temporal aggregation of stationary and non-stationary continuous-time processesTsai, Henghsiu ; Chan, Kung-SikScandinavian Journal of Statistics 32, 583-597
262005Maximum likelihood estimation of linear continuous time long memory processes with discrete time dataTsai, Henghsiu ; Chan, Kung-SikJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 67, 703-716
272005A note on non-negative continuous time processesTsai, Henghsiu ; Chan, Kung-SikJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 67, 589-597
282005Quasi-maximum likelihood estimation for a class of continuous-time long-memory processesTsai, Henghsiu ; Chan, Kung-SikJournal of Time Series Analysis 26, 691-713
292005Temporal aggregation of stationary and nonstationary discrete-time processesTsai, Henghsiu ; Chan, Kung-SikJournal of Time Series Analysis 26, 613-624
302003A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling.Tsai, Henghsiu ; Chan, Kung-SikBernoulli 9, 895-919
312002A note on testing for nonlinearity with partially observed time seriesTsai, Henghsiu ; Chan, Kung-SikBiometrika 89, 245-250
322000Testing for nonlinearity with partially observed time seriesTsai, Henghsiu ; Chan, Kung-SikBiometrika 87, 805-821
332000A note on the covariance structure of a continuous-time ARMA processTsai, Henghsiu ; Chan, Kung-SikStatistica Sinica 10, 989-998
342000Comparison of two discretization methods for estimating continuous-time autoregressive modelsTsai, Henghsiu ; Chan, Kung-SikStatistics and Finance: An Interface (London : Imperial College)
35-Inference of Seasonal Long-memory Time Series with Measurement ErrorTsai, Henghsiu ; Rachinger, Heiko; Lin, Edward Meng-HuaInference of Seasonal Long-memory Time Series with Measurement Error
36-Inference of bivariate long-memory aggregate time seriesTsai, Henghsiu ; Rachinger, Heiko; Chan, Kung-SikInference of bivariate long-memory aggregate time series
37-Doubly Constrained Factor Models with ApplicationsTsai, H. ; Tsay, R. S.; Lin, E. M. H.; Cheng, C. W.Doubly Constrained Factor Models with Applications

 

申請連結研究人員資料

Contact via feedback form

若您要聯絡網站管理員,請點選以下按鈕 
瀏覽
  • 學術出版
  • 單位
  • 研究人員
  • 研究成果檢索
  • 計畫
DSpace-CRIS Software Copyright © 2002-  Duraspace   4science - Extension maintained and optimized by NTU Library Logo 4SCIENCE 回饋