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 2 3 6 70
A Note on Non‐Negative Arma Processes 0 0 0 24 2 3 4 66
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 0 6 2 3 7 30
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 1 1 3 57
Constrained Factor Models 0 0 1 48 2 4 6 129
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 1 2 4 24
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 19 1 2 2 81
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 40 1 4 4 129
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 2 4 7 92
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 1 15 0 0 1 54
Total Journal Articles 0 1 4 220 14 29 49 821


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 2026-01-08