个人简介

Professional Experience Professor, Institute of Statistics, National Tsing Hua University, February 2017 – present Director, Institute of Statistics, National Tsing Hua University, August 2018 – present Professor, Department of Applied Mathematics, National Sun Yat-sen University, August 2015 – present (Joint Appointment) Professor, Department of Economics, National Taiwan University, February 2017 – present (Adjunct Appointment) Associate and Full Research Fellow, Institute of Statistical Science, Academia Sinica, July 2003 – January 2017 Associate and Full Professor, Department of Economics, National Taiwan University, August 2003 – January 2017 Editorship Associate Editor for Statistica Sinica (since 2014) Associate Editor for Journal of Time Series Analysis (since 2013) Co-Editor for IMS Lecture Notes-Monograph Series, Vol. 52. Honors and Awards Outstanding Scholar Awards, Foundation for the Advancement of Outstanding Scholarship (2017-2020) Distinguished Professor, National Tsing Hua University (2017-) Chief Investigator, Science Vanguard Research Program, Ministry of Science and Technology (Complex Data Analysis: Theory, Methods and Applications, 2016-2020) Academia Sinica Investigator Award (2011-2015) Outstanding Research Award, Ministry of Science and Technology (2013) Outstanding Research Award, National Science Council (2008) 張文豹講座 (第十七屆南區統計研討會) Softwares 1. R package for fitting a high-dimensional linear regression model via OGA+HDIC+Trim. [Ohit] Statistical Inference 1. Regression Analysis [slide][homework 1][midterm I] 2. Maximum Likelihood Estimates: Basic Properties [slide] 3. Maximum Likelihood Estimates: Asymptotic Properties [slide][midterm II] 4. Cross Validation, Monte Carlo Cross Validation, and Accumulated Prediction Errors: Asymptotic Properties [slide][final exam] Analysis of Dependent Data 1. Introduction [slide] 2. Autocorrelation and Partial Autocorrelation Functions [slide] 3. Estimation in Stationary Time Series [slide] 4. Parameter Estimation and Central Limit Theorem for AR(1) Model [slide] 5. Parameter Estimation and Central Limit Theorem for AR(p) Model [slide] 6. Nonlinear Least Square Estimates and Estimations in ARMA Models [slide]