銀慶剛
Ching-Kang IngInstitute of Statistics National Tsing Hua University Hsinchu 30013, Taiwan TEL : 886-3-5742645 FAX : 886-3-5722894 E-mail : cking@stat.nthu.edu.tw | |

__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

__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__

Sun Yat Sen Academic Award, Sun Yat Sen Academic and Cultural Foundation (中山學術文化基金會中山學術獎) (2020)

Research Fellow Project, Ministry of Science and Technology (科技部特約研究計畫) (2020-2023)

Outstanding Scholar Awards, Foundation for the Advancement of Outstanding Scholarship (傑出人才基金會傑出人才講座) (2017-2020)

Distinguished Professor, National Tsing Hua University (國立清華大學特聘教授) (2017-)

Science Vanguard Research Program, Ministry of Science and Technology (科技部卓越領航計畫) (2016-2020)

Academia Sinica Investigator Award (中央研究院深耕計畫) (2011-2015)

Outstanding Research Award, Ministry of Science and Technology (科技部傑出研究獎) (2013)

Outstanding Research Award, National Science Council (國科會傑出研究獎) (2008)

張文豹講座 (第十七屆南區統計研討會) (2008)

__Research Interests__

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

__Selected Publications__

C.-M. Chi, C.-K. Ing, and S.-H. Yu (2020). Negative Moment Bounds for Stochastic Regression Models
with Deterministic Trends and Their Applications to Prediction Problems, *Accepted by Statistica Sinica.*
[pdf ]

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
*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.
[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.

__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]

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