銀慶剛 Ching-Kang Ing

• March 2008- Present: Research Fellow, Institute of Statistical Science, Academia Sinica

• August 2008- Present: Professor, Department of Economics, National Taiwan University (joint appointment)

• August 2008- Present: Professor, Institute of Statistics, National University of Kaohsiung (joint appointment)
  

• July 2003- March 2008: Associate Research Fellow, Institute of Statistical Science, Academia Sinica

• August 2003- July 2008: Associate Professor, Department of Economics, National Taiwan University (joint appointment)

• August 2006- July 2007: Visiting Scholar, Department of Statistics, Stanford University

• August 1999- January 2003: Assistant Professor, Department of Statistics, National Taipei University

• Model Selection
• Asymptotic Theory
• Non-stationary Time Series

• 張文豹講座(2008)

• “C.-K. Ing (2007), Annals of Statistics, 35”was selected as one of the Significant Research Achievements of Academia Sinica, 2008.

• “C.-K. Ing and C.-Z.Wei (2005), Annals of Statistics, 33”was selected as one of the Significant Research Achievements of Academia Sinica, 2006

          2008-2010 NSC of Taiwan, R.O.C.

          2006-2008 NSC of Taiwan, R.O.C.

          2005-2006 NSC of Taiwan, R.O.C.

          2004-2005 NSC of Taiwan, R.O.C.

          2003-2004 NSC of Taiwan, R.O.C.

          2002-2003 NSC of Taiwan, R.O.C.

          2001-2002 NSC of Taiwan, R.O.C.

          1999-2001 NSC of Taiwan, R.O.C.

• C.-K. Ing, J.-L. Lin and S.-H. Yu (2008). Toward optimal multistep forecasts in nonstationary autoregressions, Bernoulli Journal, to appear

• C.-K. Ing, C.-Y. Sin and S.-H. Yu (2008).Prediction errors in nonstationary autoregressions of infinite order, Econometric Theory, to appear

• C.-K. Ing (2007). Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series, Annals of Statistics, 35, 1238-1277

• C.-K. Ing and C.-Y. Sin (2006). On prediction errors in regression models with nonstationary regressors, In H.-C. Ho, C. K. Ing and T. L. Lai, editors, Time Series and Related Topics: in Memory of Ching-Zong Wei, IMS Lecture Notes and Monograph Series, 52, 61-72

• C.-K. Ing and C.-Z.Wei (2006). Amaximal 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

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

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

• 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

• Hwai-Chung Ho, Ching-Kang Ing and Tze Leung Lai (2006). Time Series and RelatedTopics: in Memory of Ching-Zong Wei. IMS Lecture Notes and Monograph Series, Vol. 52

• Asymptotic equivalence between information- and prediction- based model selection criteria: a new look at AIC, ASA Joint Statistical Meeting, August 3-7, 2003, San Francisco, USA
• A maximal moment inequality for long-range dependent time series with applications to estimation and model selection, Conference on Threshold Models and New Developments in Time Series, July 12-14, 2004, Hong Kong
• Model selection in high-dimensional linear regressions, Workshop on Current Trends and Challenges in Model Selection and Related Areas, July 24-26, 2008, Vienna, Austria

• Co-organizer: Workshop on Sequential Analysis, Time Series, and Related Topics, Taipei, December, 2004
• Co-organizer: Statistics and Probability Conference in Memory of Ching-Zong Wei, Taipei, December, 2005

• Annals of Statistics (7)

• Annals of the Institute of statistical Mathematics (1)

• Bernoulli Journal (1)

• Econometric Theory (5)

• International Journal of Forecasting (1)

• Journal of the American Statistical Association (2)

• Journal of the Royal Statistical Society: Series B (1)

• Journal of Econometrics (4)

• Journal of Multivariate Analysis (1)

• Journal of Time Series Analysis (1)

• Metron (1)

• Sequential Analysis (1)

• Statistica Sinica (5)

• Econometric Review (1)

• Journal of Economic Surveys (1)

• Econometric Theory III, Fall, 2008, Graduate Course (NTU)

• Mathematical Finance, Spring, 2008, Graduate Course (NCU)

• Econometric Theory III, Fall, 2007, Graduate Course (NTU)

• Mathematical Statistics II, Spring, 2006, Graduate Course (NTU)

• Mathematical Statistics I, Fall, 2005, Graduate Course (NTU)

• Time Series Analysis, Spring, 2005, Graduate Course (Academia Sinica)

• Mathematical Statistics I, Fall, 2004, Graduate Course (NTU)

• Econometric Theory III, Spring, 2004, Graduate Course (NTU)

• Econometric Theory I, Fall, 2003, Graduate Course (NTU)

• Probability Theory, Fall, 2002, Graduate Course (NTPU)

• Mathematical Analysis, Fall, 2001- Spring, 2002, Undergraduate Course (NTPU)

• Multivariate Analysis, Fall, 2000, 2001, 2002, Graduate Course, (NTPU)

• Calculus, Fall, 1999- Fall, 2002, Undergraduate Course (NTPU)

• Time Series Analysis, Fall, 1999, 2000, 2001, 2002, Graduate Course (NTPU)