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 3 13 78
A Note on Non‐Negative Arma Processes 0 0 0 24 1 2 6 69
A note on non‐negative continuous time processes 0 0 1 15 1 6 13 61
A note on testing for nonlinearity with partially observed time series 0 0 0 0 1 1 9 46
Approximate maximum likelihood estimation of a threshold diffusion process 0 0 0 6 0 2 8 32
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 1 3 12 67
Constrained Factor Models 0 1 1 49 0 4 10 134
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 2 4 15 36
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 1 1 1 20 1 1 8 87
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 40 0 1 7 132
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 0 2 17 104
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 0 15 1 4 6 60
Total Journal Articles 1 2 4 222 9 33 124 906

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 5 14
Total Chapters 0 0 1 6 0 2 5 14

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Statistics updated 2026-06-04