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 19 0 0 2 52
A Note on Non‐Negative Arma Processes 0 0 0 23 0 0 0 57
A note on non‐negative continuous time processes 0 0 0 13 0 0 0 45
A note on testing for nonlinearity with partially observed time series 0 0 0 0 0 0 0 33
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 1 10 0 3 6 41
Constrained Factor Models 0 0 1 41 1 1 2 102
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 16 0 0 3 73
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 39 0 0 1 119
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 0 0 0 82
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 0 13 0 0 1 51
Total Journal Articles 0 0 2 192 1 4 15 655


Statistics updated 2020-09-04