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 4 6 10 74
A Note on Non‐Negative Arma Processes 0 0 0 24 1 3 5 67
A note on non‐negative continuous time processes 0 0 1 15 2 2 6 54
A note on testing for nonlinearity with partially observed time series 0 0 0 0 7 7 8 44
Approximate maximum likelihood estimation of a threshold diffusion process 0 0 0 6 0 3 7 30
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 6 7 9 63
Constrained Factor Models 0 0 1 48 1 3 7 130
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 5 7 8 29
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 19 3 5 5 84
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 40 2 4 6 131
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 8 11 15 100
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 0 15 2 2 2 56
Total Journal Articles 0 0 3 220 41 60 88 862


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 2 2 5 12
Total Chapters 0 0 1 6 2 2 5 12


Statistics updated 2026-02-12