Degui Li | DeepAI

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Featured Co-authors

Yu Liu
160 publications
Han Lin Shang
49 publications
Runze Li
31 publications
Jia Chen
27 publications
Hanchao Wang
6 publications
Yingcun Xia
5 publications
Oliver Linton
5 publications
Bin Peng
4 publications
Weibiao Wu
3 publications
Songqiao Tang
2 publications
Ruijun Bu
2 publications

∙ 07/03/2023

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

In this paper, we consider estimating spot/instantaneous volatility matr...

0 Ruijun Bu, et al. ∙

∙ 04/14/2023

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

In this paper, we consider detecting and estimating breaks in heterogene...

0 Degui Li, et al. ∙

∙ 03/23/2023

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

This paper considers estimating functional-coefficient models in panel q...

0 Xiaorong Yang, et al. ∙

∙ 03/17/2023

Inference of Grouped Time-Varying Network Vector Autoregression Models

This paper considers statistical inference of time-varying network vecto...

0 Degui Li, et al. ∙

∙ 02/11/2023

Dimension Reduction and MARS

The multivariate adaptive regression spline (MARS) is one of the popular...

0 Degui Li, et al. ∙

∙ 02/05/2023

Estimating Time-Varying Networks for High-Dimensional Time Series

We explore time-varying networks for high-dimensional locally stationary...

0 Jia Chen, et al. ∙

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