Degui Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Detection of Multiple Structural Breaks in Large Covariance Matrices	2024-03-06	Paper
Nonstationary fractionally integrated functional time series	2023-03-22	Paper
Specification testing in nonstationary time series models	2022-07-27	Paper
Estimation of semi-varying coefficient models with nonstationary regressors	2022-06-07	Paper
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions	2022-05-31	Paper
Nonparametric homogeneity pursuit in functional-coefficient models	2022-01-25	Paper
Local Whittle estimation of long‐range dependence for functional time series	2021-11-25	Paper
Robust nonlinear regression estimation in null recurrent time series	2021-10-26	Paper
Nonparametric estimation of large covariance matrices with conditional sparsity	2021-05-04	Paper
Long-Range Dependent Curve Time Series	2020-10-28	Paper
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients	2020-05-27	Paper
Kernel-based inference in time-varying coefficient cointegrating regression	2020-05-21	Paper
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates	2019-10-23	Paper
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation	2019-10-01	Paper
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables	2019-09-02	Paper
Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components	2018-11-22	Paper
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series	2018-11-02	Paper
Generalized nonparametric smoothing with mixed discrete and continuous data	2018-08-15	Paper
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity	2017-07-13	Paper
Semiparametric trending panel data models with cross-sectional dependence	2017-05-12	Paper
Estimation in nonlinear regression with Harris recurrent Markov chains	2016-11-18	Paper
Estimating smooth structural change in cointegration models	2016-11-17	Paper
Semiparametric dynamic portfolio choice with multiple conditioning variables	2016-09-06	Paper
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION	2016-07-29	Paper
Local composite quantile regression smoothing for Harris recurrent Markov processes	2016-07-27	Paper
ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES	2016-06-01	Paper
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES	2015-11-20	Paper
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models	2015-11-18	Paper
Computing highly accurate confidence limits from discrete data using importance sampling	2015-11-12	Paper
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors	2015-10-14	Paper
Estimation in generalised varying-coefficient models with unspecified link functions	2015-09-01	Paper
A flexible semiparametric forecasting model for time series	2015-09-01	Paper
Semiparametric GEE analysis in partially linear single-index models for longitudinal data	2015-08-05	Paper
Non‐parametric time‐varying coefficient panel data models with fixed effects	2013-04-17	Paper
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES	2012-10-31	Paper
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS	2012-10-31	Paper
Estimation in semi-parametric regression with non-stationary regressors	2012-05-28	Paper
Estimation in semiparametric time series regression	2011-12-01	Paper
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors	2011-06-24	Paper
Local Linear M-estimation in non-parametric spatial regression	2011-02-22	Paper
Statistical inference in partially time-varying coefficient models	2010-11-19	Paper
Robust estimation in a nonlinear cointegration model	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3643293	2009-11-11	Paper
Variable selection in partially time-varying coefficient models	2009-07-16	Paper
Bahadur representation of nonparametric \(M\)-estimators for spatial processes	2009-01-05	Paper
Change point estimators by local polynomial fits under a dependence assumption	2008-11-27	Paper
Strong approximation for moving average processes under dependence assumptions	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3511610	2008-07-11	Paper
Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence	2007-07-19	Paper
A nonparametric test for the change of the density function under association	2007-07-18	Paper
Functional limit theorem for moving average processes generated by dependent random vari\-ables	2006-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q4717585	1997-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q4290466	1994-05-05	Paper

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