銀慶剛 - 台湾清华大学

个人简介

Professional Experience Professor, Institute of Statistics, National Tsing Hua University, February 2017 – present Director, Institute of Statistics, National Tsing Hua University, August 2018 – present Professor, Department of Applied Mathematics, National Sun Yat-sen University, August 2015 – present (Joint Appointment) Professor, Department of Economics, National Taiwan University, February 2017 – present (Adjunct Appointment) Associate and Full Research Fellow, Institute of Statistical Science, Academia Sinica, July 2003 – January 2017 Associate and Full Professor, Department of Economics, National Taiwan University, August 2003 – January 2017 Editorship Associate Editor for Statistica Sinica (since 2014) Associate Editor for Journal of Time Series Analysis (since 2013) Co-Editor for IMS Lecture Notes-Monograph Series, Vol. 52. Honors and Awards Outstanding Scholar Awards, Foundation for the Advancement of Outstanding Scholarship (2017-2020) Distinguished Professor, National Tsing Hua University (2017-) Chief Investigator, Science Vanguard Research Program, Ministry of Science and Technology (Complex Data Analysis: Theory, Methods and Applications, 2016-2020) Academia Sinica Investigator Award (2011-2015) Outstanding Research Award, Ministry of Science and Technology (2013) Outstanding Research Award, National Science Council (2008) 張文豹講座 (第十七屆南區統計研討會) Softwares 1. R package for fitting a high-dimensional linear regression model via OGA+HDIC+Trim. [Ohit] Statistical Inference 1. Regression Analysis [slide][homework 1][midterm I] 2. Maximum Likelihood Estimates: Basic Properties [slide] 3. Maximum Likelihood Estimates: Asymptotic Properties [slide][midterm II] 4. Cross Validation, Monte Carlo Cross Validation, and Accumulated Prediction Errors: Asymptotic Properties [slide][final exam] Analysis of Dependent Data 1. Introduction [slide] 2. Autocorrelation and Partial Autocorrelation Functions [slide] 3. Estimation in Stationary Time Series [slide] 4. Parameter Estimation and Central Limit Theorem for AR(1) Model [slide] 5. Parameter Estimation and Central Limit Theorem for AR(p) Model [slide] 6. Nonlinear Least Square Estimates and Estimations in ARMA Models [slide]

研究领域

Model Selection, Asymptotic Theory, Nonstationary Time Series Analysis, High-Dimensional Data Analysis

近期论文

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H.-T. Chiou, M. Guo and C.-K. Ing (2020). Variable Selection for High-Dimensional Regression Models with Time Series and Heteroscedastic Errors, Journal of Econometrics, 216, 118-136. [pdf ] C.-K. Ing (2020). Model selection for high-dimensional linear regression with dependent observations, Annals of Statistics, 48, 1959–1980. [pdf ] H.-L. Hsu, C.-K. Ing and H. Tong (2019). On model selection from a finite family of possibly misspecified time series models, Annals of Statistics, 47, 1061-1087. [pdf ] N. H. Chan, C.-K. Ing and R. Zhang (2019). Nearly unstable processes: a prediction perspective, Statistica Sinica, 29, 139-163. [pdf ] T. Honda, C.-K. Ing, and W.-Y. Wu (2019). Adaptively weighted group Lasso for semiparametric quantile regression models, Bernoulli, 25, 3311-3338. [pdf ] W.-C. Hsiao, H.-Y. Huang and C.-K. Ing (2018). Interval estimation for a first-order positive autoregressive process, Journal of Time Series Analysis, 39, 447-467. C.-K. Ing, T. L. Lai, M. Shen, K. W. Tsang, and S. -H. Yu (2017). Multiple testing in regression models with applications to fault diagnosis in big data era, Technometrics, 59, 351-360. N. H. Chan, C.-K. Ing, Y. Li and C. Y. Yau (2017). Threshold estimation via group orthogonal greedy algorithm, Journal of Business and Economic Statistics, 35, 334-345. C.-H. Chang, H.-C. Huang and C.-K. Ing (2017). Mixed domain asymptotics for a stochastic process model with time trend and measurement error, Bernoulli, 23, 159-190. [pdf ] C.-K. Ing, H.-T. Chiou and M. Guo (2016). Estimation of inverse autocovariance matrices for long memory processes, Bernoulli, 22, 1301-1330. [pdf ] C.-K. Ing and T. L. Lai (2015). Fixed-size confidence regions in high-dimensional sparse linear regression models, Sequential Analysis, 34, 324-335. T.-C. F. Cheng, C.-K. Ing and S.-H. Yu (2015). Toward optimal model averaging in regression models with time series errors, Journal of Econometrics, 189, 321-334. [pdf ] T.-C. F. Cheng, C.-K. Ing and S.-H. Yu (2015). Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications, Linear Algebra and Its Applications , 473, 180-201. [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, 42, 2441-2468. [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. [pdf ] 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.