Threshold Models for Lévy Processes and Approximate Maximum Likelihood Estimation von Tsai, Henghsiu, Nikitin, A. V.

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Constrained Factor Models von Tsai, Henghsiu, Tsay, Ruey S.

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On continuous-time autoregressive fractionally integrated moving average processes von Tsai, Henghsiu

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Inference of seasonal long-memory aggregate time series von CHAN, KUNG-SIK, TSAI, HENGHSIU

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Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions von Das, Milan Kumar, Tsai, Henghsiu, Kyriakou, Ioannis, Fusai, Gianluca

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Semiparametric estimation for seasonal long-memory time series using generalized exponential models von Hsu, Nan-Jung, Tsai, Henghsiu

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Approximate maximum likelihood estimation of a threshold diffusion process von Yu, Ting-Hung, Tsai, Henghsiu, Rachinger, Heiko

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A note on the non-negativity of continuous-time ARMA and GARCH processes von Tsai, Henghsiu, Chan, Kung-Sik

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ESTIMATION AND PREDICTION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS von Ho, Hwai-Chung, Chen, Hung-Yin, Tsai, Henghsiu

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A bootstrap test for threshold effects in a diffusion process von Rachinger, Heiko, Lin, Edward M. H., Tsai, Henghsiu

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On continuous-time autoregressive fractionally integrated moving average processes von TSAI, HENGHSIU

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A note on non-negative continuous time processes von Tsai, Henghsiu, Chan, K. S.

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NON-PARAMETRIC ESTIMATION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS von Ho, Hwai-Chung, Chen, Hung-Yin, Tsai, Henghsiu

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INFERENCE OF BIVARIATE LONG-MEMORY AGGREGATE TIME SERIES von Tsai, Henghsiu, Rachinger, Heiko, Chan, Kung-Sik

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Value at risk for integrated returns and its applications to equity-linked insurance von Ho, Hwai-Chung, Chen, Hungyin, Tsai, Henghsiu

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Inference of Seasonal Long-memory Time Series with Measurement Error von Tsai, Henghsiu, Rachinger, Heiko, Lin, Edward M.H.

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Testing for nonlinearity with partially observed time series von Tsai, Henghsiu, Chan, K. S.

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DOUBLY CONSTRAINED FACTOR MODELS WITH APPLICATIONS von Tsai, Henghsiu, Tsay, Ruey S., Lin, Edward M. H., Cheng, Ching-Wei

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VALUE AT RISK FOR INTEGRATED RETURNS AND ITS APPLICATIONS TO EQUITY PORTFOLIOS von Ho, Hwai-Chung, Chen, Hung-Yin, Tsai, Henghsiu

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A note on testing for nonlinearity with partially observed time series von Tsai, Henghsiu, Chan, K. S.

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