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 2 4 68
A Note on Non‐Negative Arma Processes 0 0 0 24 0 1 2 64
A note on non‐negative continuous time processes 0 1 1 15 0 3 4 52
A note on testing for nonlinearity with partially observed time series 0 0 0 0 0 0 1 37
Approximate maximum likelihood estimation of a threshold diffusion process 0 0 1 6 1 2 6 28
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 0 0 2 56
Constrained Factor Models 0 0 1 48 0 2 4 127
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 1 1 3 23
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 19 1 1 1 80
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 40 1 3 3 128
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 1 3 5 90
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 1 15 0 0 1 54
Total Journal Articles 0 1 5 220 5 18 36 807


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 1 6 0 0 3 10
Total Chapters 0 0 1 6 0 0 3 10


Statistics updated 2025-12-06