7
H index
5
i10 index
96
Citations
Henghsiu Tsai : Citation Profile
| RESEARCH PRODUCTION: 12 Articles 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). 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:
| Cites to:
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Main data
Where Henghsiu Tsai has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Scandinavian Journal of Statistics | 2 |
| Journal of the Royal Statistical Society Series B | 2 |
Recent works citing Henghsiu Tsai (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Heterogeneous tail generalized common factor modeling. (2023). Polak, Pawe ; Paolella, Marc S ; Naf, Jeffrey ; Hediger, Simon. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00083-z. Full description at Econpapers || Download paper |
Works by Henghsiu Tsai:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Constrained Factor Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 13 |
| 2005 | A note on non?negative continuous time processes In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 7 |
| 2005 | Maximum 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] | article | 12 |
| 2005 | Temporal Aggregation of Stationary And Nonstationary Discrete?Time Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 14 |
| 2005 | Quasi?Maximum Likelihood Estimation for a Class of Continuous?time Long?memory Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
| 2007 | A Note on Non?Negative Arma Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2005 | Temporal Aggregation of Stationary and Non?stationary Continuous?Time Processes In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Inference of Seasonal Long-memory Time Series with Measurement Error In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 8 |
| 2013 | Asymptotic Behavior of Temporal Aggregates in the Frequency Domain In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
| 2020 | Approximate maximum likelihood estimation of a threshold diffusion process In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2002 | A note on testing for nonlinearity with partially observed time series In: Biometrika. [Citation analysis] | article | 0 |
| 2020 | Non-Parametric Inference on Risk Measures for Integrated Returns In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team