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)

Systemic Risk and Stochastic Games with Delay. - René Carmona 001; Jean-Pierre Fouque; Seyyed Mostafa Mousavi; Li-Hsien Sun (J. Optim. Theory Appl., 2018)

Systemic Risk and Interbank Lending. - Li-Hsien Sun (J. Optim. Theory Appl., 2018)

Mean field social optimization: feedback person-by-person optimality and the master equation. - Minyi Huang; Shuenn-Jyi Sheu; Li-Hsien Sun (CDC, 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)

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)

Mean Field Games with Heterogeneous Groups: Application to Banking Systems. - Li-Hsien Sun (J. Optim. Theory Appl., 2022)

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., 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., 2024)

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., 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., 2025)