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econ.EM2026
From Vector Autoregressions to AI-based Time Series Forecasting: A Review
Likai Chen, Weining Wang
Forecasting is a central goal of time-series analysis. This review centers on three major developments in recent AI-based time-series forecasting: transformers, large pretrained mo…
econ.EM2023
High-dimensional inference on jumps in nonparametric time series regression models
Likai Chen, Georg Keilbar, Liangjun Su +1
We study simultaneous inference on jumps in the conditional mean functions of a high-dimensional collection of heterogeneous nonparametric time series, where the number of series m…