銀慶剛 Ching-Kang  Ing Institute of Statistical Science Academia Sinica Taipei 11529, Taiwan, R.O.C. Tel: 886-2-27835611 ext. 406 FAX : 886-2-27831523 E-mail: cking@stat.sinica.edu.tw

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Research Interests

Model Selection

Asymptotic Theory

Nonstationary Time Series Analysis

Approximation Theory

Selected Publications

Fuchang Gao, Ching-Kang Ing and Yuhong Yang (2012). Metric entropy and sparse linear approximation of l_q-Hulls for 0 < q ≦ 1 , Journal of Approximation Theory, to appear. [pdf]

C.-K. Ing, C.-Y. Sin and S.-H. Yu (2012). Model selection for integrated autoregressive processes of infinite order, Journal of Multivariate Analysis, 106, 57-71 [pdf]

C.-K Ing and T. L. Lai (2011). A stepwise regression method and consistent model selection for high-dimensional sparse linear models, Statistica Sinica, 21, 1473-1513. [pdf]

N. H. Chan and C.-K. Ing (2011). Uniform moment bounds of Fisher's information with applications to time series, Annals of Statistics, 39, 1526-1550. [pdf]

C.-K. Ing, C.-Y. Sin and S.-H. Yu (2010).Prediction errors in nonstationary autoregressions of infinite order, Econometric Theory, 26, 774-803 . [pdf]

C.-K. Ing, J.-L. Lin and S.-H. Yu (2009). Toward optimal multistep forecasts in nonstationary autoregressions, Bernoulli, 15, 402-437. [pdf]

C.-K. Ing (2007). Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series, Annals of Statistics, 35, 1238-1277. [pdf]

C.-K. Ing and C.-Z. Wei (2006). A maximal moment inequality for long-range dependent time series with applications to estimation and model selection, Statistica Sinica, 16, 721-740.

C.-K. Ing and C.-Z. Wei (2005). Order selection for same-realization predictions in autoregressive processes, Annals of Statistics, 33, 2423-2474. [pdf]

C.-K. Ing (2004). Selecting optimal multistep predictors for autoregressive processes of unknown order, Annals of Statistics, 32, 693-722. [pdf]

C.-K. Ing (2003). Multistep prediction in autoregressive processes, Econometric Theory, 19, 254-279. [pdf]

C.-K. Ing and S.-H. Yu (2003). On estimating conditional mean-squared prediction errors in autoregressive models, Journal of Time Series Analysis, 24, 401-422.

C.-K. Ing and C. Z. Wei (2003). On same-realization prediction in an infinite-order autoregressive process, Journal of Multivariate Analysis, 85, 130-155.

C.-K. Ing (2001). A note on mean-squared prediction errors of the least squares predictors in random walk models, Journal of Time Series Analysis, 22, 711-724.

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