DL

Degui Li

0000-0001-6802-308X

econ.EMstat.MEmath.STstat.THstat.MLAsymptotic theorybandwidth selectionCluster analysiscomposite quantile regressiondeep-learning

On Valency

published · living versions

Nonparametric Dyadic Quantile Regression

with Francesco Bravo, Zheng Li

1 version

W_saa5jhcdv1 · current

Estimation in nonlinear regression with Harris recurrent Markov chains

W_csnu66gwv1

Semiparametric GEE analysis in partially linear single-index models for longitudinal data

W_e25e2p4hv1

Preprints & journals

17 papers in the corpus · 2012–2026

Time-Varying Model Averaging of Multi-layer Network Vector Autoregressions

Degui Li, Yuying Sun, Boyao Wu

0 citations

2606.25292v12026arXiv

Large-Scale Curve Time Series with Common Stochastic Trends

Degui Li, Yu-Ning Li, Peter C.B. Phillips

0 citations

2509.11060v12025arXiv

Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration

Degui Li, Yayi Yan, Qiwei Yao

1 citation

2508.11358v22025arXiv

Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data

Degui Li, Oliver Linton, Haoxuan Zhang

1 citation

2403.06246v12024arXiv

Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures

Chenlei Leng, Degui Li, Hanlin Shang et al.

3 citations

2401.05784v22024arXiv

Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure.

Yang, Xiaorong, Chen, Jia, Li, Degui et al.

96 citations

390221322025Journal of business & economic statistics : a publication of the American Statistical Association. 2024;42(3):1026-1040

Deep learning empowering design for selective solar absorber.

Ma, Wenzhuang, Chen, Wei, Li, Degui et al.

36 citations

396353492024Nanophotonics (Berlin, Germany). 2023;12(18):3589-3601

Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data

Ruijun Bu, Degui Li, Oliver Linton et al.

3 citations

2307.01348v12023Econom. Theory 42 (2026) 63-100

Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series

Degui Li, Runze Li, Han Lin Shang

9 citations

2304.07003v12023arXiv

Estimation of Grouped Time-Varying Network Vector Autoregression Models

Degui Li, Bin Peng, Songqiao Tang et al.

2 citations

2303.10117v22023arXiv

Dimension Reduction and MARS

Yu Liu, Degui Li, Yingcun Xia

0 citations

2302.05790v22023arXiv

Estimating Time-Varying Networks for High-Dimensional Time Series

Jia Chen, Degui Li, Yuning Li et al.

14 citations

2302.02476v12023arXiv

Estimation in nonlinear regression with Harris recurrent Markov chains

Degui Li, Dag Tj\ostheim, Jiti Gao

21 citations

1609.04237v12016Annals of Statistics 2016, Vol. 44, No. 5, 1957-1987

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes.

Li, Degui, Li, Runze

21 citations

276678942019Journal of econometrics. 2016;194(1):44-56

Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models

Degui Li, Yuan Ke, Wenyang Zhang

32 citations

1510.08683v12015Annals of Statistics 2015, Vol. 43, No. 6, 2676-2705

Semiparametric GEE analysis in partially linear single-index models for longitudinal data

Jia Chen, Degui Li, Hua Liang et al.

39 citations

1507.08473v12015Annals of Statistics 2015, Vol. 43, No. 4, 1682-1715

Estimation in semi-parametric regression with non-stationary regressors

Jia Chen, Jiti Gao, Degui Li

39 citations

1205.3324v12012Bernoulli 2012, Vol. 18, No. 2, 678-702

Career total: 112 works. 17 are in this corpus.

Profile built from the corpus for this byline.

112

works

1,763

citations

22

h-index

Corpus papers per year

Author records are still filling in while the Hub is in beta. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.