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Henghsiu Tsai Taipei, Taiwan Ruey Tsay Chicago, USA Yiu-kuen Tse Singapore C.G. de Vries The Netherlands Zhong-jie Xie Beijing, China
Henghsiu Tsai Scientia Sinica, Taiwan henghsiu.tsai(AT)gmail.com: Qiwei Yao London School of Economics, UK q.yao(AT)lse.ac.uk: 7 - 18 Feb 2011. LOCAL VISITORS
... Saturday 18August: 15:15-16:45 Session 49: Time Series III T3 Chair: Kung Sik Chan 15:15-15:45 Statistical Inference of Diusion Processes Based on Discrete-time Data Henghsiu Tsai 15:45 ...
... Observed Process 11:20 - 11:45 (2) Jürgen Franke, Jean-Pierre Stockis and Joseph Tadjuidje Nonparametric Time Series with Sudden Changes in Structure 11:45 - 12:10 (3) Henghsiu Tsai ...
Abstract: We consider the application of the limiting aggregate model derived by Tsai and Chan (2005d) for modeling aggregated long-memory data.
Henghsiu Tsai 15 . 2007/06/07. Maximum likelihood estimation (MLE) Henghsiu Tsai 16 . 2007/06/14: MLE, Goodness-of-fit. Henghsiu Tsai
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