Li-Hsien Sun

11 papers Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Change point estimation for Gaussian time series data with copula-based Markov chain models.
Comput. Stat.
Li-Hsien Sun, Yu-Kai Wang, Lien-Hsi Liu, Takeshi Emura, Chi-Yang Chiu
2025 J jnl
Detecting Structural Shifts and Estimating Single Change-Points in Interval-Based Time Series.
Stat. Comput.
Li-Hsien Sun, Zong-Yuan Huang, Chi-Yang Chiu, Ning Ning
2024 J jnl
Formulas for pricing American VIX options under the generalized mixture volatility models.
Commun. Stat. Simul. Comput.
Hsuan-Ku Liu, Yu-Kai Wang, I-Chieh Huang, Li-Hsien Sun
2024 J jnl
The Pareto type I joint frailty-copula model for clustered bivariate survival data.
Commun. Stat. Simul. Comput.
Yuan-Hsin Lin, Li-Hsien Sun, Yi-Ju Tseng, Takeshi Emura
2022 J jnl
Mean Field Games with Heterogeneous Groups: Application to Banking Systems.
J. Optim. Theory Appl.
Li-Hsien Sun
2021 J jnl
Estimation under copula-based Markov normal mixture models for serially correlated data.
Commun. Stat. Simul. Comput.
Wei-Cheng Lin, Takeshi Emura, Li-Hsien Sun
2020 J jnl
A Bayesian inference for time series via copula-based Markov chain models.
Commun. Stat. Simul. Comput.
Li-Hsien Sun, Chang-Shang Lee, Takeshi Emura
2020 — conf
Mean field social optimization: feedback person-by-person optimality and the master equation.
CDC
Minyi Huang, Shuenn-Jyi Sheu, Li-Hsien Sun
2018 J jnl
Systemic Risk and Interbank Lending.
J. Optim. Theory Appl.
Li-Hsien Sun
2018 J jnl
Systemic Risk and Stochastic Games with Delay.
J. Optim. Theory Appl.
René Carmona, Jean-Pierre Fouque, Seyyed Mostafa Mousavi, Li-Hsien Sun
2017 J jnl
R routines for performing estimation and statistical process control under copula-based time series models.
Commun. Stat. Simul. Comput.
Takeshi Emura, Ting-Hsuan Long, Li-Hsien Sun