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Li, Degui

  1. Estimating Time-Varying Networks for High-Dimensional Time Series
    2023/02/05 by Chen, Jia, Li, Degui, Li, Yuning +1 · 6 citations
    #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
  2. Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
    2024/01/11 by Chenlei Leng, Leng, Chenlei, Degui Li +5 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Spatial and Panel Data Analysis #Statistical and numerical algorithms
  3. Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series
    2023/04/14 by Li, Degui, Li, Runze, Shang, Han Lin · 1 citation
    #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)