Henghsiu Tsai : Citation Profile

7

H index

5

i10 index

98

Citations

RESEARCH PRODUCTION:

12

Articles

1

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 5
   Journals where Henghsiu Tsai has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 3 (2.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts113
   Updated: 2025-03-22    RAS profile: 2021-02-22    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Henghsiu Tsai.

Is cited by:

Asai, Manabu (7)

Simos, Theodore (7)

Conrad, Christian (7)

Hassler, Uwe (4)

Lu, Lina (4)

Tsionas, Mike (3)

Liao, Yuan (3)

Bai, Jushan (3)

Weber, Enzo (3)

Allen, David (2)

Karanasos, Menelaos (2)

Cites to:

Chambers, Marcus (3)

Silvestrini, Andrea (3)

Veredas, David (2)

Gil-Alana, Luis (2)

Renault, Eric (2)

Souza, Leonardo (2)

Chan, Kenneth (1)

Crato, Nuno (1)

Haldrup, Niels (1)

Nielsen, Morten (1)

Sargent, Thomas (1)

Main data

Production by document typearticlechapter200220032004200520062007200820092010201120122013201420152016201720182019202002.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2002200320042005200620072008200920102011201220132014201520162017201820192020051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2007200820092010201120122013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20052006200720082009201020112012201320142015201620172018201920200255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents12345678901020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Henghsiu Tsai has published?

Journals with more than one article published# docs
Journal of Time Series Analysis3
Journal of the Royal Statistical Society Series B2
Scandinavian Journal of Statistics2

Recent works citing Henghsiu Tsai (2025 and 2024)

Year  ↓Title of citing document  ↓
2024A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26.

Full description at Econpapers || Download paper

Works by Henghsiu Tsai:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Constrained Factor Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article13
2005A note on non‐negative continuous time processes In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article8
2005Maximum likelihood estimation of linear continuous time long memory processes with discrete time data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article12
2005Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article14
2005Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article11
2007A Note on Non‐Negative Arma Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2005Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article5
2015Inference of Seasonal Long-memory Time Series with Measurement Error In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article8
2013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article4
2008A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL In: Econometric Theory.
[Full Text][Citation analysis]		article16
2020Approximate maximum likelihood estimation of a threshold diffusion process In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2002A note on testing for nonlinearity with partially observed time series In: Biometrika.
[Citation analysis]		article0
2020Non-Parametric Inference on Risk Measures for Integrated Returns In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team