Li-Hsien Sun

According to our database, Li-Hsien Sun authored at least 11 papers between 2017 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Detecting Structural Shifts and Estimating Single Change-Points in Interval-Based Time Series.

Li-Hsien Sun, Zong-Yuan Huang, Chi-Yang Chiu, Ning Ning

Stat. Comput., October, 2025

Change point estimation for Gaussian time series data with copula-based Markov chain models.

Li-Hsien Sun, Yu-Kai Wang, Lien-Hsi Liu, Takeshi Emura, Chi-Yang Chiu

Comput. Stat., March, 2025

2024

Formulas for pricing American VIX options under the generalized mixture volatility models.

Hsuan-Ku Liu, Yu-Kai Wang, I-Chieh Huang, Li-Hsien Sun

Commun. Stat. Simul. Comput., December, 2024

The Pareto type I joint frailty-copula model for clustered bivariate survival data.

Yuan-Hsin Lin, Li-Hsien Sun, Yi-Ju Tseng, Takeshi Emura

Commun. Stat. Simul. Comput., April, 2024

2022

Mean Field Games with Heterogeneous Groups: Application to Banking Systems.

Li-Hsien Sun

J. Optim. Theory Appl., 2022

2021

Estimation under copula-based Markov normal mixture models for serially correlated data.

Wei-Cheng Lin, Takeshi Emura, Li-Hsien Sun

Commun. Stat. Simul. Comput., 2021

2020

A Bayesian inference for time series via copula-based Markov chain models.

Li-Hsien Sun, Chang-Shang Lee, Takeshi Emura

Commun. Stat. Simul. Comput., 2020

Mean field social optimization: feedback person-by-person optimality and the master equation.

Minyi Huang, Shuenn-Jyi Sheu, Li-Hsien Sun

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2018

Systemic Risk and Interbank Lending.

Li-Hsien Sun

J. Optim. Theory Appl., 2018

Systemic Risk and Stochastic Games with Delay.

René Carmona, Jean-Pierre Fouque, Seyyed Mostafa Mousavi, Li-Hsien Sun

J. Optim. Theory Appl., 2018

2017

R routines for performing estimation and statistical process control under copula-based time series models.

Takeshi Emura, Ting-Hsuan Long, Li-Hsien Sun

Commun. Stat. Simul. Comput., 2017