98 citations
- National Kaohsiung University of Applied SciencesTW16 papers
- National Taiwan UniversityTW12 papers
- National Center for Theoretical SciencesTW11 papers
- National Yang Ming Chiao Tung UniversityTW11 papers
- National Dong Hwa UniversityTW10 papers
- National Chengchi UniversityTW7 papers
- National Pingtung UniversityTW5 papers
- National Cheng Kung UniversityTW4 papers
- National Sun Yat-sen UniversityTW4 papers
- Academia SinicaTW3 papers
- Institute of Statistical Science, Academia SinicaTW3 papers
- Kindai UniversityJP3 papers
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math.ST2016★ 17 cited
Mixed domain asymptotics for a stochastic process model with time trend and measurement error
Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing
We consider a stochastic process model with time trend and measurement error. We establish consistency and derive the limiting distributions of the maximum likelihood (ML) estimato…
math.ST2014★ 12 cited
Asymptotic theory of generalized information criterion for geostatistical regression model selection
Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing
Information criteria, such as Akaike's information criterion and Bayesian information criterion are often applied in model selection. However, their asymptotic behaviors for select…
math.ST2009★ 6 cited
Toward optimal multistep forecasts in non-stationary autoregressions
Ching-Kang Ing, Jin-Lung Lin, Shu-Hui Yu
This paper investigates multistep prediction errors for non-stationary autoregressive processes with both model order and true parameters unknown. We give asymptotic expressions fo…