Degui Li

1.5k total citations
79 papers, 904 citations indexed

About

Degui Li is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Degui Li has authored 79 papers receiving a total of 904 indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Statistics and Probability, 30 papers in Finance and 23 papers in Economics and Econometrics. Recurrent topics in Degui Li's work include Statistical Methods and Inference (44 papers), Financial Risk and Volatility Modeling (28 papers) and Advanced Statistical Methods and Models (19 papers). Degui Li is often cited by papers focused on Statistical Methods and Inference (44 papers), Financial Risk and Volatility Modeling (28 papers) and Advanced Statistical Methods and Models (19 papers). Degui Li collaborates with scholars based in United Kingdom, Australia and China. Degui Li's co-authors include Jiti Gao, Chen Jia, Oliver Linton, Zudi Lu, Han Lin Shang, Peter M. Robinson, Liangjun Su, Junhui Qian, Zhengyan Lin and Peter C.B. Phillips and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Econometrics and The Annals of Statistics.

In The Last Decade

Degui Li

75 papers receiving 885 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Degui Li	433	420	252	235	111	79	904
Marine Carrasco	517 1.2×	424 1.0×	706 2.8×	495 2.1×	126 1.1×	39	1.2k
Xiaohong Chen	347 0.8×	301 0.7×	265 1.1×	216 0.9×	60 0.5×	30	713
Gregory Rice	324 0.7×	272 0.6×	288 1.1×	91 0.4×	89 0.8×	41	675
Yuzo Hosoya	469 1.1×	165 0.4×	278 1.1×	254 1.1×	47 0.4×	25	773
Robert C. Jung	470 1.1×	332 0.8×	616 2.4×	194 0.8×	104 0.9×	29	950
Siegfried Hörmann	388 0.9×	405 1.0×	494 2.0×	127 0.5×	173 1.6×	42	1.1k
Yarema Okhrin	303 0.7×	158 0.4×	526 2.1×	116 0.5×	231 2.1×	53	830
Robert M. de Jong	478 1.1×	292 0.7×	472 1.9×	398 1.7×	108 1.0×	37	964
Carsten Jentsch	220 0.5×	150 0.4×	137 0.5×	140 0.6×	36 0.3×	48	458

Countries citing papers authored by Degui Li

Since Specialization

Citations

This map shows the geographic impact of Degui Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Degui Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Degui Li more than expected).

Fields of papers citing papers by Degui Li

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Degui Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Degui Li. The network helps show where Degui Li may publish in the future.

Co-authorship network of co-authors of Degui Li

This figure shows the co-authorship network connecting the top 25 collaborators of Degui Li. A scholar is included among the top collaborators of Degui Li based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Degui Li. Degui Li is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Jia, Chen, Degui Li, Li Yu-ning, & Oliver Linton. (2025). Estimating time-varying networks for high-dimensional time series. Journal of Econometrics. 249. 105941–105941. 2 indexed citations

Li, Degui, et al.. (2024). Estimation of Grouped Time-Varying Network Vector Autoregression Models. SSRN Electronic Journal. 1 indexed citations

Li, Degui, et al.. (2024). Detection and estimation of structural breaks in high-dimensional functional time series. The Annals of Statistics. 52(4). 2 indexed citations

Liu, Yue, et al.. (2023). Quadruple-layer film for daytime radiative cooling in high humidity environments. Optical Materials. 136. 113473–113473. 3 indexed citations

Li, Degui. (2021). Estimation of Large Dynamic Covariance Matrices: A Selective Review. Econometrics and Statistics. 29. 16–30. 2 indexed citations

Li, Degui, Peter M. Robinson, & Han Lin Shang. (2020). Local Whittle estimation of long‐range dependence for functional time series. Journal of Time Series Analysis. 42(5-6). 685–695. 14 indexed citations

Li, Degui, Peter C.B. Phillips, & Jiti Gao. (2019). Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. Journal of Econometrics. 215(2). 607–632. 7 indexed citations

Jia, Chen, Degui Li, & Yingcun Xia. (2019). Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. Journal of Multivariate Analysis. 173. 456–479.

Li, Degui, et al.. (2017). Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity. Statistica Sinica. 1 indexed citations

10.

Li, Degui & Runze Li. (2016). Local composite quantile regression smoothing for Harris recurrent Markov processes. Journal of Econometrics. 194(1). 44–56. 13 indexed citations

11.

Gao, Jiti, et al.. (2016). Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models. Journal of Business and Economic Statistics. 36(1). 88–100. 43 indexed citations

12.

Gao, Jiti, et al.. (2013). Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models. SSRN Electronic Journal. 2 indexed citations

13.

Phillips, Peter C.B., Degui Li, & Jiti Gao. (2013). Estimating Smooth Structural Change in Cointegration Models. SSRN Electronic Journal. 11 indexed citations

14.

Lin, Zhengyan, Degui Li, & Chen Jia. (2009). Local linear M-estimators in null recurrent time series. Statistica Sinica. 19(4). 1683–1703. 9 indexed citations

15.

Jia, Chen, Degui Li, & Zhang Li. (2009). Robust estimation in a nonlinear cointegration model. Journal of Multivariate Analysis. 101(3). 706–717. 12 indexed citations

16.

Li, Degui, Jia Chen, & Zhengyan Lin. (2009). Variable selection in partially time-varying coefficient models. Journal of nonparametric statistics. 21(5). 553–566. 4 indexed citations

17.

Lin, Zhengyan, Degui Li, & Chen Jia. (2008). Change point estimators by local polynomial fits under a dependence assumption. Journal of Multivariate Analysis. 99(10). 2339–2355. 7 indexed citations

18.

Lin, Zhengyan & Degui Li. (2006). Functional limit theorem for moving average processes generated by dependent random variables. Progress in Natural Science Materials International. 1 indexed citations

19.

Lin, Zhengyan & Degui Li. (2006). Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence. Journal of Multivariate Analysis. 98(6). 1214–1230. 8 indexed citations

20.

Li, Degui. (1996). Remarks on the reidemeister numbers. Bulletin of the Korean Mathematical Society. 33(3). 397–409.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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