Degui Li

Profile

Biography

I joined the Department of Mathematics at University of York in March 2013 and was promoted to professor in January 2018. Prior to that I worked as a Research Fellow and Senior Research Fellow at Monash University in Australia (2011-2013) and a Research Associate at University of Adelaide in Australia (2008-2010). More details can be found in my personal website here.

Departmental roles

• Head of Section, Statistics
• Admission Tutor for MSc in Statistics and Computational Finance

Research

Overview

My main research areas include Functional Data Analysis, High-Dimensional Variable/Feature Selection,  Longitudinal Data Modeling, Network Modeling, Nonparametric and Semiparametric Statistics, Robust Statistics and Time Series Econometrics. In particular, I am interested in the development of general econometric and statistical models, design of flexible inferential methods, and justification of the models and methods via large sample analysis and numerical study. My research works have been partly supported by Australian Research Council (Discovery Early Career Researcher Award), and British Academy / Leverhulme Trust. I am the Associate Editor of Econometric Theory, Journal of Time Series Analysis, and Econometrics & Statistics.

Research group(s)

Statistics and Probability Research Group

Available PhD research projects

I am happy to supervise PhD students on the following topics:

• “Data-Driven Approaches to Analyse Non-Stationary Time Series Data with Applications in Economics”
• “High-Dimensional Factor Models with Applications to Big Financial Data Analysis"
• “Dimension Reduction and Structure Identification in Nonlinear Dynamic Panel Data Models with Applications in Climatology and Economics”

Supervision

• Haoxuan Zhang - hz885@york.ac.uk
• Ziheng Zhang - zz1638@york.ac.uk

Teaching

Undergraduate

• Advanced Multivariate Analysis
• Multivariate Analysis
• Statistics for Insurance

Postgraduate

• Advanced Multivariate Analysis
• Multivariate Analysis
• Statistics for Insurance