106 citations · 311 across the 18 of their papers we have counts for
3 papers · 1 filter
Model Selection for Unit-root Time Series with Many Predictors
Shuo-Chieh Huang, Ching-Kang Ing, Ruey S. Tsay
This paper studies model selection for general unit-root time series, including the case with many exogenous predictors. We propose a new model selection algorithm, FHTD, that leve…
High-Dimensional Knockoffs Inference for Time Series Data
Chien-Ming Chi, Yingying Fan, Ching-Kang Ing +1
We make some initial attempt to establish the theoretical and methodological foundation for the model-X knockoffs inference for time series data. We suggest the method of time seri…
A generalized information criterion for high-dimensional PCA rank selection
Hung Hung, Su-Yun Huang, Ching-Kang Ing
Principal component analysis (PCA) is the most commonly used statistical procedure for dimension reduction. An important issue for applying PCA is to determine the rank, which is t…