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  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 

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  • 簡歷
  • 研究成果 26
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依作者

  • 19 tsai, henghsiu
  • 14 chan, kung-sik
  • 7 henghsiu tsai
  • 3 heiko rachinger
  • 2 hung-yin chen
  • 2 hwai-chung ho
  • 1 edward mh lin
  • 1 fayard, patrick
  • 1 gianluca fusai
  • 1 hassler, uwe
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依日期

  • 4 2020 - 2025
  • 7 2010 - 2019
  • 15 2000 - 2009

依類型

  • 26 期刊論文/journal paper

全文

  • 26 no fulltext


第 1 到 26 筆結果,共 26 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
22008A note on inequality constraints in the GARCH modelTsai, Henghsiu ; Chan, Kung-SikEconometric Theory 24,  823-828
32007A note on non-negative ARMA processesTsai, Henghsiu ; Chan, Kung-SikJournal of Time Series Analysis 28(3), 350-360
42005A note on non-negative continuous time processesTsai, Henghsiu ; Chan, Kung-SikJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 67, 589-597
52003A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling.Tsai, Henghsiu ; Chan, Kung-SikBernoulli 9, 895-919
62002A note on testing for nonlinearity with partially observed time seriesTsai, Henghsiu ; Chan, Kung-SikBiometrika 89, 245-250
72000A note on the covariance structure of a continuous-time ARMA processTsai, Henghsiu ; Chan, Kung-SikStatistica Sinica 10, 989-998
82009A note on the non-negativity of continuous-time ARMA and GARCH processesTsai, Henghsiu ; Chan, Kung-SikStatistics and Computing 19, 149-153
92020Approximate Maximum Likelihood Estimation of A Threshold Diffusion ProcessTing-Hung Yu; Henghsiu Tsai ; Heiko RachingerCOMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823
102013Asymptotic behavior of temporal aggregates in the frequency domainHassler, Uwe; Tsai, Henghsiu Journal of Time Series Econometrics 5(1), 47-60
112010Constrained factor modelsTsai, Henghsiu ; Tsay, Ruey S.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 105(492), 1593-1605
122018Inference of bivariate long-memory aggregate time seriesHenghsiu Tsai ; Heiko Rachinger; Kung-Sik ChanSTATISTICA SINICA 28, 399-421
132012Inference of seasonal long-memory aggregate time seriesChan, Kung-Sik; Tsai, Henghsiu Bernoulli 18(4), 1448-1464.
142005Maximum 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
152021Non-parametric estimation of conditional tail expectation for long-horizon returnsHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 31(1), 547-569
162009On continuous time autoregressive fractionally integrated moving average processesTsai, Henghsiu Bernoulli 15, 178-194
172014On 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
182005Quasi-maximum likelihood estimation for a class of continuous-time long-memory processesTsai, Henghsiu ; Chan, Kung-SikJournal of Time Series Analysis 26, 691-713
192006Quasi-maximum likelihood estimation of long-memory limiting aggregate processesTsai, Henghsiu Statistica Sinica 16, 213-226
202009Semiparametric inference for seasonal long-memory time series using generalized exponential modelsHsu, Nan-Jung; Tsai, Henghsiu Journal of Statistical Planning and Inference 139, 1992-2009
212022Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum DistributionsMilan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca FusaiOperations Research 70(4), 1984-1995
222005Temporal aggregation of stationary and non-stationary continuous-time processesTsai, Henghsiu ; Chan, Kung-SikScandinavian Journal of Statistics 32, 583-597
232005Temporal aggregation of stationary and nonstationary discrete-time processesTsai, Henghsiu ; Chan, Kung-SikJournal of Time Series Analysis 26, 613-624
242011Testing 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
252000Testing for nonlinearity with partially observed time seriesTsai, Henghsiu ; Chan, Kung-SikBiometrika 87, 805-821
262016Value at risk for integrated returns and its applications to equity portfoliosHwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai Statistica Sinica 26(4), 1631-1648

 

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