15 citations · 22 across the 6 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
stat.ME2019★ 1 cited
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…
q-fin.ST2019★ 6 cited
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…
stat.AP2019
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…