Access Statistics for Henghsiu Tsai

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL 0 0 0 21 0 0 0 64
A Note on Non‐Negative Arma Processes 0 0 0 24 0 1 1 63
A note on non‐negative continuous time processes 0 0 0 14 0 0 0 48
A note on testing for nonlinearity with partially observed time series 0 0 0 0 0 1 1 37
Approximate maximum likelihood estimation of a threshold diffusion process 0 0 3 6 0 1 6 24
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 1 1 4 55
Constrained Factor Models 1 1 1 48 1 1 1 124
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 0 2 0 0 1 21
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 19 0 0 0 79
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 1 40 0 0 1 125
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 2 2 2 87
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 1 15 0 0 1 54
Total Journal Articles 1 1 6 218 4 7 18 781


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Parametric Inference on Risk Measures for Integrated Returns 0 0 0 5 0 2 3 9
Total Chapters 0 0 0 5 0 2 3 9


Statistics updated 2025-05-12