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Henghsiu Tsai
ORCID
Publication Activity (10 Years)
Years Active: 2009-2022
Publications (10 Years): 2
Top Topics
Diffusion Coefficient
Diffusion Processes
Impurity Atom
Weight Function
Top Venues
Comput. Stat. Data Anal.
Oper. Res.
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Publications
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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)