陳坤（教授）檢視原始碼討論檢視歷史
|
陳坤，男，西南財經大學統計學院教授、博士生導師。
人物簡歷
2010年於南京大學數學系獲得學士學位，2014年於香港中文大學統計系獲得博士學位。2014年加入西南財經大學統計學院。研究方向為時間序列分析、空間統計、函數型數據分析和金融統計。曾多次赴日本早稻田大學、日本北海道大學、台灣中研院、香港中文大學、浙江大學和其他國內外多所高校訪問；
教授課程
應用時間序列，金融統計分析，統計學，全英文統計學，文獻閱讀與論文寫作，多元統計分析，
Statistical Inference。
學術成果
1. 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;
2. 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.
3. 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.
4. 馬丹，劉麗萍，陳坤 (2016). 關聯效應還是傳染效應。《統計研究》33, 99--106.
5. 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;
6. Chen, K. and Wang, M. (2018). On empirical likelihood for predictability. Communication in Statistics—Theory and Methods, 1--14.
7. 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.
8. 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, 47, 455--472.
9. Chen, K. Chan, N.H., Yau, C.Y. (2020). Bartlett Correction of frequency domain empirical likelihood for time series with unknown variance. Annals of the Institute of Statistical Mathematics，72，1159--1173.
10. Chan, L.H., Chen, K., Li, C.X., Wong, C.W. and Yau, C.Y. (2020). On higher order moment and cumulant estimation. Journal of Statistical Computation and Simulation，90，747--771.
11. Chen, K. and Huang, R. (2020). Robust empirical likelihood for time series. Journal of Time Series Analysis. (Accepted).
主持項目
1. 國家自然科學基金青年項目，「相依函數型數據的頻域似然推斷及應用」，項目批准號，項目起止時間2021-2023，主持；
2. 教育部人文社科青年項目，「基於SGLasso正則化算法的研究及其在高維投資組合中的應用」，項目批准號20YJC910001，項目起止時間2020-2022，主持；
3. 國家自然科學基金面上項目，「複雜數據下結構突變模型的統計推斷及應用」，項目批准號11871402，項目起止時間2019-2022，參與;
4. 國家自然科學基金青年項目，「兩類不完全數據下基於秩及非光滑估計方程的統計推斷及應用」，項目批准號1150146，項目起止時間2016-2018，參與;
5. 中央高校基本科研業務項目，「非高斯時間序列數據的經驗似然巴特萊特校正研究」，項目起止時間2014-2015，主持。
學術兼職
Referee：
Bernoulli, Statistica Sinica, Journal of Time Series Analysis, Sankhya A, Journal of Forecasting, Journal of the Korean Statistical Society, Empirical Economics, Journal of Testing and Evaluation, International Journal of Mathematics and Statistics, Asia-Pacific Journal of Operation Research.
Member:
Institute of Mathematical Statistics; American Statistician Association;
參加會議
2019 Invited talk, 「Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data」. ICSA China, Zhejiang University, Hangzhou.
2019 Invited talk, "On model selection of ARFIMA and GARCH Processes". Institute of Statistics and Big Data, Beijing.
2019 Invited talk, 「Bartlett correction for empirical likelihood for spatial lattice data」. ICSA China, Nankai University, Tianjing.
2018 Invited talk, 「Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data」. School of Management, Donghua University, Shanghai.
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.[1]