The following pages link to Degui Li (Q308379):
Displayed 50 items.
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Estimation in nonlinear regression with Harris recurrent Markov chains (Q342665) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Estimation in semiparametric time series regression (Q647184) (← links)
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (Q745533) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
- Strong approximation for moving average processes under dependence assumptions (Q933093) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Bahadur representation of nonparametric \(M\)-estimators for spatial processes (Q960615) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- Generalized nonparametric smoothing with mixed discrete and continuous data (Q1659130) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (Q2323372) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Functional limit theorem for moving average processes generated by dependent random vari\-ables (Q2369265) (← links)
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
- Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426) (← links)
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
- (Q3511610) (← links)
- (Q3643293) (← links)
- (Q4290466) (← links)
- Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components (Q4558613) (← links)
- (Q4717585) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- Local Whittle estimation of long‐range dependence for functional time series (Q5012859) (← links)
- Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
- Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582) (← links)
- Specification testing in nonstationary time series models (Q5091817) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- Long-Range Dependent Curve Time Series (Q5130636) (← links)
- Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity (Q5278112) (← links)
- A nonparametric test for the change of the density function under association (Q5297091) (← links)
- Variable selection in partially time-varying coefficient models (Q5321918) (← links)