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Henghsiu Tsai

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This is information that was supplied by Henghsiu Tsai in registering through RePEc. If you are Henghsiu Tsai , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Henghsiu
Middle Name:
Last Name: Tsai
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RePEc Short-ID: pts113

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

Works

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Articles

  1. Hassler Uwe & Tsai Henghsiu, 2013. "Asymptotic Behavior of Temporal Aggregates in the Frequency Domain," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 47-60, January.
  2. Tsai, Henghsiu & Tsay, Ruey S., 2010. "Constrained Factor Models," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1593-1605.
  3. Tsai, Henghsiu & Chan, Kung-Sik, 2008. "A Note On Inequality Constraints In The Garch Model," Econometric Theory, Cambridge University Press, vol. 24(03), pages 823-828, June.
  4. Henghsiu Tsai & K. S. Chan, 2007. "A Note on Non-Negative Arma Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(3), pages 350-360, 05.
  5. Henghsiu Tsai & K. S. Chan, 2005. "Maximum likelihood estimation of linear continuous time long memory processes with discrete time data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 703-716.
  6. Henghsiu Tsai & K. S. Chan, 2005. "Temporal Aggregation of Stationary And Nonstationary Discrete-Time Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 613-624, 07.
  7. Henghsiu Tsai & K. S. Chan, 2005. "A note on non-negative continuous time processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 589-597.
  8. Henghsiu Tsai & K. S. Chan, 2005. "Quasi-Maximum Likelihood Estimation for a Class of Continuous-time Long-memory Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(5), pages 691-713, 09.
  9. Henghsiu Tsai & K. S. Chan, 2005. "Temporal Aggregation of Stationary and Non-stationary Continuous-Time Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 32(4), pages 583-597.
  10. Henghsiu Tsai, 2002. "A note on testing for nonlinearity with partially observed time series," Biometrika, Biometrika Trust, vol. 89(1), pages 245-250, March.

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