15 citations · 22 across the 6 of their papers we have counts for
6 papers
A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering
Cristian F. Jiménez-Varón, Ying Sun, Ta-Hsin Li
In multivariate time series analysis, spectral coherence measures the linear dependency between two time series at different frequencies. However, real data applications often exhi…
Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra
Ta-Hsin Li
A nonparametric method is proposed for estimating the quantile spectra and cross-spectra introduced in Li (2012; 2014) as bivariate functions of frequency and quantile level. The m…
A Systematic Approach to Surveillance and Detection of Hierarchical Healthcare Cost Drivers and Utilization Offsets
Ta-Hsin Li, Huijing Jiang, Kevin Tran +3
There is strong interest among healthcare payers to identify emerging healthcare cost drivers to support early intervention. However, many challenges arise in analyzing large, high…
A Semi-Parametric Estimation Method for the Quantile Spectrum with an Application to Earthquake Classification Using Convolutional Neural Network
Tianbo Chen, Ying Sun, Ta-Hsin Li
In this paper, a new estimation method is introduced for the quantile spectrum, which uses a parametric form of the autoregressive (AR) spectrum coupled with nonparametric smoothin…
Quantile-Frequency Analysis and Spectral Measures for Diagnostic Checks of Time Series With Nonlinear Dynamics
Ta-Hsin Li
Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the…
A Systematic Approach to Detect Hierarchical Healthcare Cost Drivers and Interpretable Change Patterns
Ta-Hsin Li, Huijing Jiang, Kevin Tran +3
There is strong interest among payers to identify emerging healthcare cost drivers to support early intervention. However, many challenges arise in analyzing large, high dimensiona…