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Details about Henghsiu Tsai

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Homepage:http://www.stat.sinica.edu.tw/htsai/

Access statistics for papers by Henghsiu Tsai.

Last updated 2015-03-05. Update your information in the RePEc Author Service.

Short-id: pts113


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Journal Articles

2013

  1. Asymptotic Behavior of Temporal Aggregates in the Frequency Domain
    Journal of Time Series Econometrics, 2013, 5, (1), 47-60 Downloads View citations (3)

2010

  1. Constrained Factor Models
    Journal of the American Statistical Association, 2010, 105, (492), 1593-1605 Downloads View citations (8)

2008

  1. A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL
    Econometric Theory, 2008, 24, (3), 823-828 Downloads View citations (15)

2007

  1. A Note on Non‐Negative Arma Processes
    Journal of Time Series Analysis, 2007, 28, (3), 350-360 Downloads View citations (3)

2005

  1. A note on non‐negative continuous time processes
    Journal of the Royal Statistical Society Series B, 2005, 67, (4), 589-597 Downloads View citations (6)
  2. Maximum likelihood estimation of linear continuous time long memory processes with discrete time data
    Journal of the Royal Statistical Society Series B, 2005, 67, (5), 703-716 Downloads View citations (6)
  3. Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
    Journal of Time Series Analysis, 2005, 26, (5), 691-713 Downloads View citations (9)
  4. Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
    Journal of Time Series Analysis, 2005, 26, (4), 613-624 Downloads View citations (10)
  5. Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
    Scandinavian Journal of Statistics, 2005, 32, (4), 583-597 Downloads View citations (4)

2002

  1. A note on testing for nonlinearity with partially observed time series
    Biometrika, 2002, 89, (1), 245-250
 
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