Zobrazeno 1 - 10
of 147
pro vyhledávání: '"Ta-Hsin Li"'
Publikováno v:
BMC Health Services Research, Vol 23, Iss 1, Pp 1-17 (2023)
Abstract Objective To examine changes in use patterns, cost of healthcare services before and after the outbreak of the COVID-19 pandemic, and their impacts on expenditures for patients receiving treatment for depression, anxiety, eating disorders, a
Externí odkaz:
https://doaj.org/article/5430190e9eb240f3b5367ad637bdfeb0
Autor:
Ta-Hsin Li, 李大欣
94
The Internet Auction has unlimited market potential. Related managerial issues have become the research focus in the academia and business. However, there seems to be insufficient research on customer’s re-purchase intention. The study aims
The Internet Auction has unlimited market potential. Related managerial issues have become the research focus in the academia and business. However, there seems to be insufficient research on customer’s re-purchase intention. The study aims
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/47706252528328650676
Autor:
Ta-Hsin Li
This paper proposes a new method for signal classification based on a combination of recently introduced nonlinear spectral analysis technique called quantile-frequency analysis (QFA) and deep-learning (DL) image classifiers. The QFA method converts
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a7fede634079c8c4470e82f591505db2
https://doi.org/10.21203/rs.3.rs-1855496/v1
https://doi.org/10.21203/rs.3.rs-1855496/v1
Autor:
Ta-Hsin Li
Publikováno v:
Journal of the Royal Statistical Society Series C: Applied Statistics. 70:270-290
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 frequency domain. The quantile periodogram is constructed from trigono
Autor:
Ta‐Hsin Li
Publikováno v:
Applied Stochastic Models in Business and Industry. 36:1111-1130
Autor:
Ta‐Hsin Li
Publikováno v:
Applied Stochastic Models in Business and Industry. 35:1185-1201
Autor:
Ta‐Hsin Li, Stephen D. Casey
Publikováno v:
Applied Stochastic Models in Business and Industry. 36:1092-1093
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 smoothing. The method begins with quantile periodograms which are constructed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ad69578e0a5fdf20d436656f4ab21d7
Autor:
Ta-Hsin Li
Publikováno v:
Journal of Time Series Analysis. 35:322-340
This article investigates the statistical properties of the recently introduced quantile periodogram for time series with time-dependent variance. The asymptotic distribution of the quantile periodogram is derived in the case where the time series co
Autor:
Hee-Seok Oh1 heeseok@stat.ualberta.ca, Ta-Hsin Li2
Publikováno v:
Journal of the Royal Statistical Society: Series B (Statistical Methodology). Feb2004, Vol. 66 Issue 1, p221-238. 18p. 3 Charts, 9 Graphs.