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Henghsiu Tsai

Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
2005 · Henghsiu Tsai, K. S. Chan · Journal of Time Series Analysis · 39
Constrained Factor Models
2010 · Henghsiu Tsai, Ruey S. Tsay · Journal of the American Statistical Association · 32
Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
2005 · Henghsiu Tsai, K. S. Chan · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 32
A Note on Non‐Negative Arma Processes
2006 · Henghsiu Tsai, K. S. Chan · Journal of Time Series Analysis · 31
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes
2005 · Henghsiu Tsai, K. S. Chan · Journal of Time Series Analysis · 29
A Note on Inequality Constraints in the Garch Model
2008 · Henghsiu Tsai, Kung-Sik Chan · Econometric Theory · 27
A Note on Non-Negative Continuous Time Processes
2005 · Henghsiu Tsai, K. S. Chan · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 25
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling
2003 · Henghsiu Tsai, K.S. Chan · Bernoulli · 23
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On continuous-time autoregressive fractionally integrated moving average processes
2009 · Henghsiu Tsai · Bernoulli · 22
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Semiparametric estimation for seasonal long-memory time series using generalized exponential models
2008 · Nan-Jung Hsu, Henghsiu Tsai · Journal of Statistical Planning and Inference · 20
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
2005 · HENGHSIU TSAI, K. S. CHAN · Scandinavian Journal of Statistics · 19
A Note on the Covariance Structure of a Continuous-time Arma Process
2000 · Henghsiu Tsai, Kung‐Sik Chan · 19
Approximate maximum likelihood estimation of a threshold diffusion process
2019 · Ting-Hung Yu, Henghsiu Tsai, et al. · Computational Statistics & Data Analysis · 16
Inference of Seasonal Long‐memory Time Series with Measurement Error
2014 · Henghsiu Tsai, Heiko Rachinger, et al. · Scandinavian Journal of Statistics · 13
Testing for nonlinearity with partially observed time series
2000 · H. Tsai · Biometrika · 13
Inference of seasonal long-memory aggregate time series
2012 · Kung-Sik Chan, Henghsiu Tsai · Bernoulli · 11
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Doubly Constrained Factor Models with Applications
2015 · Henghsiu Tsai, Ruey S. Tsay, et al. · Statistica Sinica · 8
A note on the non-negativity of continuous-time ARMA and GARCH processes
2008 · Henghsiu Tsai, Kung-Sik Chan · Statistics and Computing · 7
Quasi-maximum Likelihood Estimation of Long-memory Limiting Aggregate Processes
2006 · Henghsiu Tsai · Statistica Sinica · 7
A bootstrap test for threshold effects in a diffusion process
2023 · Heiko Rachinger, Edward M. H. Lin, et al. · Computational Statistics · 5
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain
2013 · Uwe Hassler, Henghsiu Tsai · Journal of Time Series Econometrics · 5
Study on the configurations of debris-flow fans
2011 · Tsai, Y.F., Tsai, H.K., et al. · Italian journal of engineering geology and environment · 4
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Threshold Models for Lévy Processes and Approximate Maximum Likelihood Estimation
2024 · Henghsiu Tsai, A. V. Nikitin · Cybernetics and Systems Analysis · 3
Using Credible Intervals to Detect Differential Item Functioning in IRT Models
2018 · Ya-Hui Su, Joyce Chang, et al. · Springer proceedings in mathematics & statistics · 3
Inference of Bivariate Long-memory Aggregate Time Series
2017 · Henghsiu Tsai, Heiko Rachinger, et al. · Statistica Sinica · 3
Works count: 46
Citation count: 427
H-index: 13
I10-index: 16
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