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Sun, Li-Hsien
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1

Testing unconditional and conditional independence via mutu..:

Ai, Chunrong ; Sun, Li-Hsien ; Zhang, Zheng.
Journal of Econometrics.  240 (2024)  2 - p. 105335 , 2024
Link: https://doi.org/10.1016/..
 
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2

Change point estimation under a copula-based Markov chain m..:

Emura, Takeshi ; Lai, Ching-Chieh ; Sun, Li-Hsien
Econometrics and Statistics.  28 (2023)  - p. 120-137 , 2023
Link: https://doi.org/10.1016/..
 
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3

Formulas for pricing American VIX options under the general..:

Liu, Hsuan-Ku ; Wang, Yu-Kai ; Huang, I-Chieh.
Communications in Statistics - Simulation and Computation.  , 2023
Link: https://doi.org/10.1080/..
 
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4

The Pareto type I joint frailty-copula model for clustered ..:

Lin, Yuan-Hsin ; Sun, Li-Hsien ; Tseng, Yi-Ju.
Communications in Statistics - Simulation and Computation.  53 (2022)  4 - p. 2006-2030 , 2022
Link: https://doi.org/10.1080/..
 
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5

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

Sun, Li-Hsien
Journal of Optimization Theory and Applications.  192 (2021)  1 - p. 130-167 , 2021
Link: https://doi.org/10.1007/..
 
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6

Control Charts of Mean by Using Copula Markov SPC and Condi..:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 87-99 , 2020
Link: https://doi.org/10.1007/..
 
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7

Overview of the Book with Data Examples:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 1-6 , 2020
Link: https://doi.org/10.1007/..
 
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8

Copula Markov Models for Count Series with Excess Zeros:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 101-127 , 2020
Link: https://doi.org/10.1007/..
 
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9

Copula-Based Markov Models for Time Series: Parametric Infe.. 

JSS Research Series in Statistics
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S.. - 1st ed. 2020 . , 2020
Link: https://doi.org/10.1007/..
 
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10

Estimation Under Normal Mixture Models for Financial Time S..:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 55-72 , 2020
Link: https://doi.org/10.1007/..
 
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11

Estimation, Model Diagnosis, and Process Control Under the ..:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 29-53 , 2020
Link: https://doi.org/10.1007/..
 
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12

Copula and Markov Models:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 7-28 , 2020
Link: https://doi.org/10.1007/..
 
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13

Bayesian Estimation Under the t-Distribution for Financial ..:

, In: Copula-Based Markov Models for Time Series; SpringerBriefs in Statistics,
Sun, Li-Hsien ; Huang, Xin-Wei ; Alqawba, Mohammed S... - p. 73-86 , 2020
Link: https://doi.org/10.1007/..
 
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14

Mean field social optimization: feedback person-by-person o..:

, In: 2020 59th IEEE Conference on Decision and Control (CDC),
Huang, Minyi ; Sheu, Shuenn-Jyi ; Sun, Li-Hsien - p. 4921-4926 , 2020
Link: https://doi.org/10.1109/..
 
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15

Estimation under copula-based Markov normal mixture models ..:

Lin, Wei-Cheng ; Emura, Takeshi ; Sun, Li-Hsien
Communications in Statistics - Simulation and Computation.  50 (2019)  12 - p. 4483-4515 , 2019
Link: https://doi.org/10.1080/..
 
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