Li-Hsien Sun

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 8

Top Topics

Statistical Process Control

Top Venues

Commun. Stat. Simul. Comput.

J. Optim. Theory Appl.

Publications

Yuan-Hsin Lin, Li-Hsien Sun, Yi-Ju Tseng, Takeshi Emura
The Pareto type I joint frailty-copula model for clustered bivariate survival data. Commun. Stat. Simul. Comput. 53 (4) (2024)
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)