The following pages link to Henghsiu Tsai (Q605851):
Displayed 25 items.
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Testing for measurement errors with discrete-time data sampled from a CARMA model (Q647183) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling (Q1431523) (← links)
- Asymptotic behavior of temporal aggregates in the frequency domain (Q1695556) (← links)
- Inference of seasonal long-memory aggregate time series (Q1932238) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Testing for nonlinearity with partially observed time series (Q2739332) (← links)
- Doubly Constrained Factor Models with Applications (Q2828609) (← links)
- Value at risk for integrated returns and its applications to equity-linked insurance (Q2828621) (← links)
- A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL (Q3632402) (← links)
- (Q4507927) (← links)
- A note on testing for nonlinearity with partially observed time series (Q4547591) (← links)
- Inference of Bivariate Long-memory Aggregate Time Series (Q4602131) (← links)
- (Q4986382) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Non-Parametric Inference on Risk Measures for Integrated Returns (Q5139500) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
- Constrained Factor Models (Q5255697) (← links)
- A Note on Non‐Negative Arma Processes (Q5430503) (← links)
- Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes (Q5467620) (← links)
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
- (Q5468812) (← links)
- A Note on Non-Negative Continuous Time Processes (Q5473056) (← links)
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)