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 – July 2021

Professor, Department of Applied Mathematics, National Sun Yat-sen University, August 2015 – present (Joint Appointment)

Associate and Full Research Fellow, Institute of Statistical Science, Academia Sinica, July 2003 – January 2017

__Editorship__

Associate Editor for Japanese Journal of Statistics and Data Science (since 2017)

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]