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 
   

Professional Experience

Research Fellow

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

Professor

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

C.-K. Ing, H.-T. Chiou and M. Guo (2014). Estimation of inverse autocovariance matrices for long memory processes [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 lq-Hulls for 0 < q ≦ 1 , Journal of Approximation Theory, 166, 42-55 [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.


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