Henghsiu Tsai

Statistics

Publications

Citations

310

H-Index

Active since

2000

Affiliations

Institute of Statistical Science, Academia Sinica(Current)

University of Iowa

Academia Sinica

Henghsiu Tsai is an author at Institute of Statistical Science, Academia Sinica specializing in time series analysis, stochastic processes, and econometrics.

ORCID

Publications per year

2000–2019

Publications

Constrained Factor Models

Henghsiu Tsai, Ruey S. Tsay · Journal of the American Statistical Association · 2010 · 36 citations

Business, Economics, Econometrics +16

A Note on Non‐Negative Arma Processes

Henghsiu Tsai, K. S. Chan · Journal of Time Series Analysis · 2006 · 32 citations · Full text

Engineering, Finance, Mathematics +16

Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data

Henghsiu Tsai, K. S. Chan · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 31 citations

Computing, Environmental Sciences, Statistical Modeling +16

A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

Henghsiu Tsai, Kung‐Sik Chan · Econometric Theory · 2008 · 28 citations

Business, Business Economics, Economics +12

A Note on Non-Negative Continuous Time Processes

Henghsiu Tsai, K. S. Chan · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 26 citations

Engineering, Finance, Mathematics +12

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