专职教师

西南财经大学统计学院经济统计系副教授,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。2014年9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:2014年7月,香港中文大学,统计学,博士;2010年7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.
邮箱:chenkun@swufe.edu.cn


 



  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》33, 99--106.


    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;


    Chen, K. and Wang, M. (2018). On empirical likelihood for predictability. Communication in Statistics—Theory and Methods, 1--14.


    Chen, K., Huang, R., Chan, N.H. and Yau, C.Y. (2019). Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data. Insurance: Mathematics and Economics, 86, 8—18.


    Chen, K., Chan, N.H., Wang, M. and Yau, C.Y. (2019). On Bartlett Correction of Empirical Likelihood for Regularly Spaced Spatial Data. Canadian Journal of Statistics, (Accepted).

  • 参加会议:


    2018 Invited talk, “Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data”. School of Management, Donghua University.


    2017 Invited talk, “Bartlett correction of empirical likelihood for time series”, 1st International Conference on Econometrics and Statistics. Hong Kong University of Science and Technology, Hong Kong.


    2015 Invited talk, “On Bartlett correction of empirical likelihood in Gaussian long-memory time series”, Department of Finance, Nanjing University.


    2013 Presenter, “On Bartlett correction of empirical likelihood in Gaussian long-memory time series”, Young Statistician’s Meeting, Hong Kong.


    2013 Presenter, “On Bartlett correction of empirical likelihood in non-Gaussian short-memory time series”, The Second International Conference on Engineering and Computational Mathematics, Hong Kong.









     

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    学术职务:

    Referee: Bernoulli, Statistica Sinica, Journal of Time Series Analysis, Sankhya A, Journal of Testing and Evaluation, International Journal of Mathematics and Statistics.

     

    Member, Institute of Mathematical Statistics;

    Member, American Statistician Association.