专职教师

西南财经大学统计学院经济统计系讲师,博士。主要研究领域是时间序列、经验似然、空间统计、 金融统计。20149月加入西南财经大学统计学院。

2010年于南京大学数学系获得学士学位。2014年于香港中文大学统计系获得博士学位。

研究领域:时间序列,经验似然,空间统计,渐进展开,计量金融。

教育背景:20147月,香港中文大学, 统计学,  博士

       20107月, 南京大学,   数学,   学士

所获荣誉:Wakimoto Memorial Student Fund awarded by ISI Young Statistician Meeting;Full Postgraduate Scholarship;Excellent Teaching Assistant Award.

  1. 教授课程
  2. 学术成果
  3. 主持项目
  4. 学术兼职
  • 应用时间序列,统计学,全英文统计学,文献阅读与论文写作,多元统计分析,金融统计分析。
  • Chan, N.H., Chen, K. and Yau, C.Y. (2014). On the Bartlett correction of empirical likelihood for Gaussian long-memory time series. Electronic Journal of Statistics, 8, 1460-1490; 

     

    Chen, K., Zhang, L.M. and Pan, M.L. (2014). Spectral methods in spatial statistics. Discrete Dynamics of Nature and Society, Vol. 2014, Article ID 380392.

     

    Chen, K., Chan, N.H. and Yau, C.Y. (2016). Bartlett Correction of Empirical Likelihood for Non-Gaussian Short-Memory Time Series.  Journal of Time Series Analysis, 37, 624—649.

     

    马丹,刘丽萍,陈坤 (2016). 关联效应还是传染效应。《统计研究》

     

    Chen, K. and Wang, M. (2017). Local Whittle likelihood estimators and tests for spatial lattice data. Journal of Statistical Planning and Inference, 191, 25—42;


  • Presenter, Young Statisticians Meeting , Hong Kong, 2013;

    Presenter, The Second International Conference on Engineering and Computational Mathematics, Hong Kong, 2013

    Presenter, School of Business, Nanjing University, 2015

  • Referee Bernoulli, Journal of Time Series Analysis, International Journal of Mathematics and Statistics.

    Member, Institute of Mathematical Statistics;

    Member, American Statistician Association;

      Member, Econometric Society.