銀慶剛
Ching-Kang IngInstitute 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 | |

__Professional Experience__

Research Fellow

Institute of Statistical Science, Academia Sinica, March 2008–present

Department of Economics, National Taiwan University, August 2008- present

__Editorship__

Associate Editor for Statistica Sinica (since 2014)

Associate Editor for Journal of Time Series Analysis (since 2013)

Associate Editor for Journal of Data Science (since 2011)

Co-Editor for IMS Lecture Notes-Monograph Series, Vol. 52.

__Honors and Awards__

Outstanding Research Award, National Science Council (2008)

Academia Sinica Investigator Award (2011-2015)

Outstanding Research Award, Ministry of Science and Technology (2013)

__Research Interests__

Model Selection

Asymptotic Theory

Nonstationary Time Series Analysis

Approximation Theory

__Selected Publications__

N H. Chan, C.-K. Ing, Y. Li and C. Y. Yau (2015). Threshold estimation via group orthogonal greedy algorithm, * Journal of Business and Economic Statistics*,
to appear.[pdf ]

C.-H. Chang, H.-C. Huang and C.-K. Ing (2015). Mixed domain asymptotics for a stochastic
process model with time trend and measurement error, *Bernoulli*,
to appear.
[pdf ]

C.-K. Ing and T. L. Lai (2015). Fixed-size confidence regions in high-dimensional
sparse linear regression models, *Sequential Analysis*,
to appear.

C.-K. Ing, H.-T. Chiou and M. Guo (2014). Estimation of inverse autocovariance matrices for long memory processes, *Bernoulli*,
to appear.
[pdf ]

T.-Z. F. Cheng, C.-K. Ing and S.-H. Yu (2014). Toward optimal model averaging in regression models with time
series errors, *Journal of Econometrics*,
to appear.
[pdf ]

C.-H Chang, H.-C. Huang and C.-K.
Ing (2014). Asymptotic theory of generalized information criterion for
geostatistical regression model selection, *Annals of Statisitcs*,
to appear.
[pdf ]

T.-Z. F. Cheng, C.-K. Ing and S.-H. Yu (2014). Inverse moment bounds for sample autocovariance matrices based
on detrended time series and their applications,
accepted by *
Linear Algebra and Its Applications. *
[pdf ]

C.-K. Ing and C.-Y. Yang (2014). Predictor selection for positive autoregressive processes
, *
Journal of the American Statistical Association, ***
109**, 243-253
[pdf ]

N. H. Chan, S.-F. Huang and C.-K. Ing (2013). Moment bound and mean squared prediction errors of long-memory time series
, *
Annals of Statistics, ***
41**, 1268-1298
[pdf ]

F. Gao, C.-K. Ing and Y. Yang (2013). Metric entropy and sparse linear approximation of
*l _{q}*-Hulls for 0 < q ≦ 1 ,

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.

** 魏慶榮教授紀念文集(Ten Years After: Memorial Tributes to Ching-Zong Wei)
**[pdf]