A note on the non-negativity of continuous-time ARMA and GARCH processes. - Henghsiu Tsai; Kung-Sik Chan (Stat. Comput., 2009)

Approximate maximum likelihood estimation of a threshold diffusion process. - Ting-Hung Yu; Henghsiu Tsai; Heiko Rachinger (Comput. Stat. Data Anal., 2020)

Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. - Milan Kumar Das; Henghsiu Tsai; Ioannis Kyriakou; Gianluca Fusai (Oper. Res., 2022)

A bootstrap test for threshold effects in a diffusion process. - Heiko Rachinger; Edward M. H. Lin; Henghsiu Tsai (Comput. Stat., 2024)