銀慶剛 Ching-Kang  Ing Institute of Statistical Science Academia Sinica Taipei 11529, Taiwan, R.O.C. Tel: 886-2-27835611 ext. 412 FAX : 886-2-27831523 E-mail: cking@stat.sinica.edu.tw

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Recent Research Output

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

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

[3.] 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.  

[4.] 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.  

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

[6.] 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.  

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

[8.] 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.  

[9.] C.-K. Ing and C. Y. Sin. (2007). Using information criteria to select an autoregressive model: a unified approach without knowing the order of integratedness, manuscript.  

Econometrics III (Fall 2007, NTU)

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