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 13 77
A Note on Non‐Negative Arma Processes 0 0 0 24 1 1 5 68
A note on non‐negative continuous time processes 0 0 1 15 2 6 12 60
A note on testing for nonlinearity with partially observed time series 0 0 0 0 0 1 8 45
Approximate maximum likelihood estimation of a threshold diffusion process 0 0 0 6 1 2 8 32
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain 0 0 0 11 1 3 11 66
Constrained Factor Models 0 1 1 49 2 4 10 134
Inference of Seasonal Long-memory Time Series with Measurement Error 0 0 1 3 2 5 13 34
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data 0 0 0 19 0 2 7 86
Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes 0 0 0 40 1 1 7 132
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes 0 0 0 18 1 4 17 104
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes 0 0 0 15 2 3 5 59
Total Journal Articles 0 1 3 221 15 35 116 897

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 14
Total Chapters 0 0 1 6 2 2 5 14

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Statistics updated 2026-05-06