Henghsiu Tsai

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 3

Top Topics

Diffusion Process

Diffusion Coefficient

Maximum Likelihood Estimation

Top Venues

Comput. Stat. Data Anal.

Publications

Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai
A bootstrap test for threshold effects in a diffusion process. Comput. Stat. 39 (5) (2024)
Milan Kumar Das, Henghsiu Tsai, Ioannis Kyriakou, Gianluca Fusai
Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. Oper. Res. 70 (4) (2022)
Ting-Hung Yu, Henghsiu Tsai, Heiko Rachinger
Approximate maximum likelihood estimation of a threshold diffusion process. Comput. Stat. Data Anal. 142 (2020)
Henghsiu Tsai, Kung-Sik Chan
A note on the non-negativity of continuous-time ARMA and GARCH processes. Stat. Comput. 19 (2) (2009)