Henghsiu Tsai

Available identifiers

zbMath Open tsai.henghsiuMaRDI QIDQ605851

List of research outcomes

Publication	Date of Publication	Type
Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q4986382	2021-04-27	Paper
Non-Parametric Inference on Risk Measures for Integrated Returns	2020-12-09	Paper
Approximate maximum likelihood estimation of a threshold diffusion process	2019-11-22	Paper
Asymptotic behavior of temporal aggregates in the frequency domain	2018-02-07	Paper
Inference of Bivariate Long-memory Aggregate Time Series	2018-01-26	Paper
Doubly Constrained Factor Models with Applications	2016-10-26	Paper
Value at risk for integrated returns and its applications to equity-linked insurance	2016-10-26	Paper
Constrained Factor Models	2015-06-17	Paper
Inference of Seasonal Long‐memory Time Series with Measurement Error	2015-03-09	Paper
Inference of seasonal long-memory aggregate time series	2013-01-17	Paper
Testing for measurement errors with discrete-time data sampled from a CARMA model	2011-12-01	Paper
On continuous-time autoregressive fractionally integrated moving average processes	2010-11-15	Paper
A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL	2009-06-11	Paper
Semiparametric estimation for seasonal long-memory time series using generalized exponential models	2009-04-08	Paper
A Note on Non‐Negative Arma Processes	2007-12-16	Paper
Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data	2006-10-04	Paper
A Note on Non-Negative Continuous Time Processes	2006-06-19	Paper
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes	2006-05-24	Paper
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes	2006-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q5468812	2006-05-12	Paper
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling	2004-06-10	Paper
A note on testing for nonlinearity with partially observed time series	2002-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q4507927	2000-10-10	Paper
Testing for nonlinearity with partially observed time series	2000-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Henghsiu Tsai