Henghsiu Tsai

According to our database, Henghsiu Tsai authored at least 4 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

A bootstrap test for threshold effects in a diffusion process.

Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai

Comput. Stat., July, 2024

2022

Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions.

Milan Kumar Das, Henghsiu Tsai, Ioannis Kyriakou, Gianluca Fusai

Oper. Res., 2022

2020

Approximate maximum likelihood estimation of a threshold diffusion process.

Ting-Hung Yu, Henghsiu Tsai, Heiko Rachinger

Comput. Stat. Data Anal., 2020

2009

A note on the non-negativity of continuous-time ARMA and GARCH processes.

Henghsiu Tsai, Kung-Sik Chan

Stat. Comput., 2009