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Likai Chen

Washington University in St. Louis (from arXiv:2312.01162, 2023) · ORCID · OpenAlex

13 papers in scope · 10 published · 3 on the econ.EM arXiv · 54 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. George Michailidis
  2. Jiahe Lin
  3. Richard T. Baillie
  4. Kun Ho Kim
  5. Wei Biao Wu
  6. Marco Barassi
  7. Chongxian Zhu
  8. Sayar Karmakar
  9. Chad E. Brown
  10. Stefan Richter
  11. Yiannis Karavias
  12. Joakim Westerlund
  13. Jan Ditzen
  14. Sam Wycherley
  15. James A. Duffy
  16. George Kapetanios
  17. Akihiko Noda
  18. Koichiro Moriya
  19. Bin Peng
  20. Vladas Pipiras

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(5 of 13)

From Vector Autoregressions to AI-based Time Series Forecasting: A Review
working paper2026 · arXiv
with Weining Wang
Paper profile arXiv arXiv:2607.14279
Central Limit Theorems for Stochastic Gradient Descent Quantile Estimators
published2026 · IEEE Transactions on Information Theory
with Ziyang Wei, J. Jenny Li, Wei Biao Wu
IEEE Transactions on Information Theory
Estimation of High-Dimensional Nonlinear Vector Autoregressive Models
published2025 · IEEE Transactions on Information Theory
with Yuefeng Han, Wei Biao Wu
Paper profile IEEE Transactions on Information Theory arXiv:2511.18641
Simultaneous inference of a partially linear model in time series
published2024 · Journal of Time Series Analysis · 1 citations · first circulated 2022
with J. Jenny Li, Kun Ho Kim, Tianwei Zhou
Paper profile Journal of Time Series Analysis arXiv:2212.10359
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM
published2024 · The Annals of Statistics · 3 citations · first circulated 2022
with J. Jenny Li, Ning Wang, Wei Biao Wu
The Annals of Statistics
Inference on Many Jumps in Nonparametric Panel Regression Models
working paper2024 · arXiv
with Georg Keilbar, Liangjun Su, Weining Wang
Paper profile arXiv arXiv:2312.01162
High-dimensional inference on jumps in nonparametric time series regression models
working paper2023 · arXiv · 1 citations
with Georg Keilbar, Liangjun Su, Ning Wang
Paper profile arXiv arXiv:2312.01162
Estimation of nonstationary nonparametric regression model with multiplicative structure
published2021 · Econometrics Journal · 4 citations
with Ekaterina Smetanina, Wei Biao Wu
Econometrics Journal
Inference of Breakpoints in High-dimensional Time Series
published2021 · Journal of the American Statistical Association
with Ning Wang, Wei Biao Wu
Journal of the American Statistical Association
Dynamic Semiparametric Factor Model With Structural Breaks
published2020 · Journal of Business and Economic Statistics · 9 citations · first circulated 2017
with Ning Wang, Wei Biao Wu, Weibiao Wu
Journal of Business and Economic Statistics
Testing for Trends in High-Dimensional Time Series
published2018 · Journal of the American Statistical Association · 20 citations
with Wei Biao Wu
Journal of the American Statistical Association
Concentration inequalities for empirical processes of linear time series
published2018 · Journal of Machine Learning Research · 11 citations
with Wei Biao Wu
no link
Stability and asymptotics for autoregressive processes
published2016 · Electronic Journal of Statistics · 5 citations
with Wei Biao Wu
Electronic Journal of Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.