The following pages link to Ching-Kang Ing (Q282525):
Displayed 40 items.
- A stepwise regression method and consistent model selection for high-dimensional sparse linear models (Q153217) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Item:Q282525 (redirect page) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Item:Q282525 (redirect page) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Mixed domain asymptotics for a stochastic process model with time trend and measurement error (Q502861) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Metric entropy and sparse linear approximation of \(\ell_q\)-hulls for \(0<q\leq 1\) (Q1935753) (← links)
- Inference of random effects for linear mixed-effects models with a fixed number of clusters (Q2087406) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- A generalized information criterion for high-dimensional PCA rank selection (Q2165846) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models (Q2784956) (← links)
- Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models (Q3194549) (← links)
- (Q3427554) (← links)
- PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
- On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models (Q4455658) (← links)
- MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
- Nearly Unstable Processes: A Prediction Perspective (Q4626682) (← links)
- Interval Estimation for a First‐Order Positive Autoregressive Process (Q4640231) (← links)
- Predictor Selection for Positive Autoregressive Processes (Q4975347) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- (Q5326959) (← links)
- Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata (Q5894437) (← links)
- Greedy Variable Selection for High-Dimensional Cox Models (Q6069891) (← links)
- Selection of linear mixed‐effects models for clustered data (Q6073428) (← links)
- Inference of Random Effects for Linear Mixed-Effects Models with a Fixed Number of Clusters (Q6363924) (← links)
- Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications (Q6423722) (← links)