316 citations
- National Taiwan UniversityTW5 papers
- Institute of Physics, Academia SinicaTW4 papers
- Institute of Statistical Science, Academia SinicaTW4 papers
- National Tsing Hua UniversityTW4 papers
- Institute of Theoretical PhysicsCN3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese University of Hong KongHK2 papers
- Institute of Chemistry, Academia SinicaTW2 papers
- Massachusetts Institute of TechnologyUS2 papers
- National Center for Theoretical SciencesTW2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Board of the Swiss Federal Institutes of TechnologyCH1 paper
5 papers · 2 filters
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
Ching-Kang Ing
The predictive capability of a modification of Rissanen's accumulated prediction error (APE) criterion, APE, is investigated in infinite-order autoregressive (AR())…
Statistical modeling for experiments with sliding levels
Shao-Wei Cheng, C. F. J. Wu, Longcheen Huwang
Design of experiment with related factors can be implemented by using the technique of sliding levels. Taguchi (1987) proposed an analysis strategy by re-centering and re-scaling t…
Modeling macroeconomic time series via heavy tailed distributions
J. A. D. Aston
It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed distributions for the noise compone…
Some results on the Gittins index for a normal reward process
Yi-Ching Yao
We consider the Gittins index for a normal distribution with unknown mean and known variance where has a normal prior. In addition to presenting some monotonicity propertie…
On prediction errors in regression models with nonstationary regressors
Ching-Kang Ing, Chor-Yiu Sin
In this article asymptotic expressions for the final prediction error (FPE) and the accumulated prediction error (APE) of the least squares predictor are obtained in regression mod…