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Li-Hsien Sun
ORCID
Publication Activity (10 Years)
Years Active: 2017-2022
Publications (10 Years): 7
Top Topics
Markov Chain
Top Venues
J. Optim. Theory Appl.
Commun. Stat. Simul. Comput.
CDC
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Publications
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Li-Hsien Sun
Mean Field Games with Heterogeneous Groups: Application to Banking Systems.
J. Optim. Theory Appl.
192 (1) (2022)
Wei-Cheng Lin
,
Takeshi Emura
,
Li-Hsien Sun
Estimation under copula-based Markov normal mixture models for serially correlated data.
Commun. Stat. Simul. Comput.
50 (12) (2021)
Minyi Huang
,
Shuenn-Jyi Sheu
,
Li-Hsien Sun
Mean field social optimization: feedback person-by-person optimality and the master equation.
CDC
(2020)
Li-Hsien Sun
,
Chang-Shang Lee
,
Takeshi Emura
A Bayesian inference for time series via copula-based Markov chain models.
Commun. Stat. Simul. Comput.
49 (11) (2020)
René Carmona
,
Jean-Pierre Fouque
,
Seyyed Mostafa Mousavi
,
Li-Hsien Sun
Systemic Risk and Stochastic Games with Delay.
J. Optim. Theory Appl.
179 (2) (2018)
Li-Hsien Sun
Systemic Risk and Interbank Lending.
J. Optim. Theory Appl.
179 (2) (2018)
Takeshi Emura
,
Ting-Hsuan Long
,
Li-Hsien Sun
R routines for performing estimation and statistical process control under copula-based time series models.
Commun. Stat. Simul. Comput.
46 (4) (2017)