Zobrazeno 1 - 10
of 333
pro vyhledávání: '"Li Degui"'
Autor:
Ma Wenzhuang, Chen Wei, Li Degui, Liu Yue, Yin Juhang, Tu Chunzhi, Xia Yunlong, Shen Gefei, Zhou Peiheng, Deng Longjiang, Zhang Li
Publikováno v:
Nanophotonics, Vol 12, Iss 18, Pp 3589-3601 (2023)
The selective broadband absorption of solar radiation plays a crucial role in applying solar energy. However, despite being a decade-old technology, the rapid and precise designs of selective absorbers spanning from the solar spectrum to the infrared
Externí odkaz:
https://doaj.org/article/5d4c8d45f6fa4e5db4d2b5143348f28a
We propose a new estimator of high-dimensional spot volatility matrices satisfying a low-rank plus sparse structure from noisy and asynchronous high-frequency data collected for an ultra-large number of assets. The noise processes are allowed to be t
Externí odkaz:
http://arxiv.org/abs/2403.06246
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a low-dimensi
Externí odkaz:
http://arxiv.org/abs/2401.05784
In this paper, we consider estimating spot/instantaneous volatility matrices of high-frequency data collected for a large number of assets. We first combine classic nonparametric kernel-based smoothing with a generalised shrinkage technique in the ma
Externí odkaz:
http://arxiv.org/abs/2307.01348
In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic combining the fu
Externí odkaz:
http://arxiv.org/abs/2304.07003
This paper considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observations. A latent group structure is imposed on the heteroge
Externí odkaz:
http://arxiv.org/abs/2303.13218
This paper introduces a flexible time-varying network vector autoregressive model framework for large-scale time series. A latent group structure is imposed on the heterogeneous and node-specific time-varying momentum and network spillover effects so
Externí odkaz:
http://arxiv.org/abs/2303.10117
The multivariate adaptive regression spline (MARS) is one of the popular estimation methods for nonparametric multivariate regressions. However, as MARS is based on marginal splines, to incorporate interactions of covariates, products of the marginal
Externí odkaz:
http://arxiv.org/abs/2302.05790
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over time. Two types of time-varying graphs are invest
Externí odkaz:
http://arxiv.org/abs/2302.02476
Publikováno v:
In Solar Energy Materials and Solar Cells 1 October 2024 276