HKU Scholars Hub: Researcher Page

Li, G

Co-Investigators
li, wai keung	1
yu, philip leung ho	1

Keywords in Grants
keywords	No. of Investigators
buffer process, ergodicity & stationarity, estimation, hypothese testing, statistical inference	3
active set search, automatic knot detection, primal-dual formulation, superset consistency, trend filtering	1
autocorrelations, autoregression, bootstrapping approximation, diagnostic checking, model identification	1
bootstrap approximation, brownian motion, least absolute deviation, panel data, unit root test	1
bootstrap approximation, conditional heteroscedasticity, diagnostic checking, nonlinear time series, quantile regression model	1
composite quantile regression, high-dimensional data, non-asymptotics, partially parametric, quantile function	1
diagnostic checking, double ar model, garch model, quantile estimation, time series model	1
high-dimensional time series, reduced-rank model, regularization method, tucker decomposition, vector autoregressive model	1
high-dimensional data, time series model, non-asymptotic bound, scalable model, arma model	1

Disciplines in Grants
Disciplines	No. of Investigators
probability & statistics,applied mathematics	3
applied mathematics	1
probability & statistics	1