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 1 7 11 75
A Note on Non‐Negative Arma Processes 0 0 0 24 0 3 4 67
A note on non‐negative continuous time processes 0 0 1 15 1 3 7 55
A note on testing for nonlinearity with partially observed time series 0 0 0 0 1 8 8 45
Approximate maximum likelihood estimation of a threshold diffusion process 0 0 0 6 0 2 6 30
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 1 8 10 64
Constrained Factor Models 0 0 1 48 0 3 7 130
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 3 9 11 32
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 19 2 6 7 86
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 40 0 3 6 131
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 2 12 17 102
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 0 15 0 2 2 56
Total Journal Articles 0 0 3 220 11 66 96 873


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 2 3 12
Total Chapters 0 0 1 6 0 2 3 12


Statistics updated 2026-03-04