Items where Author is "Tong, Howell"

Number of items: 169.
Article
  • Testing for threshold effects in the Tarma framework. (2023) Goracci, Greta; Giannerini, Simone; Chan, Kung Sik; Tong, Howell
  • On the least squares estimation of multiple-threshold-variable autoregressive models. (2023) Zhang, Xinyu; Li, Dong; Tong, Howell picture_as_pdf
  • No evidence for persistent natural plague reservoirs in historical and modern Europe. (2022) Stenseth, Nils Chr; Tao, Yuxin; Zhang, Chutian; Bramanti, Barbara; Büntgen, Ulf; Cong, Xianbin; Cui, Yujun; Zhou, Hu; Dawson, Lorna A.; Mooney, Sacha J.; Li, Dong; Fell, Henry G.; Cohn, Samuel; Sebbane, Florent; Slavin, Philip; Liang, Wannian; Tong, Howell; Yang, Ruifu; Xu, Lei picture_as_pdf
  • Testing for a linear MA model against threshold MA models. (2005) Tong, Howell; Ling, S
  • An adaptive estimation of dimension reduction space, with discussion. (2002) Tong, Howell; Xia, Y; Zhu, L
  • Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics". (2001) Tong, Howell; Yang, Hailiang
  • Phase and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes. (1998) Tong, Howell; Stenseth, Nils C; Chan, K.S; Framstad, E
  • Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. (1996) Fan, Jianqing; Yao, Qiwei; Tong, Howell
  • Adaptive orthogonal series estimation in additive stochastic regression models. Gao, J; Tong, Howell; Wolff, Rodney C
  • Applications of principal component analysis and factor analysis in stochastic control systems. Priestley, Mark; Subba Rao, T; Tong, Howell
  • Asset allocation under threshold autoregressive models. Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang
  • Asymmetric least squares regression estimation: a nonparametric approach. Yao, Qiwei; Tong, Howell
  • Asymptotic theory of principal component analysis for time series data with cautionary comments. Zhang, Xinyu; Tong, Howell picture_as_pdf
  • Autoregressive model fitting with noisy data by Akaike's information criterion. Tong, Howell
  • Bayesian risk measures for derivatives for random Esscher transform. Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
  • Between chance and chaos. Tong, Howell
  • Birth of the threshold time series model. Tong, Howell
  • Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Yao, Qiwei; Yang, Wengyan; Tong, Howell
  • Clusters of time series models: an example. Dabas, P; Tong, Howell
  • Common dynamic structure of Canadian lynx populations within three geoclimate regions. Stenseth, N.C; Chan, K.S; Boonstra, S; Boutin, S; Krebs, C.J; Post, E; O'Donoghue, M; Yoccoz, N.G; Forchhammer, M.C; Hurrell, J.W; Tong, Howell
  • Common structure in panels of short time series. Yao, Qiwei; Tong, Howell; Finkenstädt, Bärbel; Stenseth, Nils Chr
  • Consistent nonparametric order determination and chaos, with discussion. Cheng, B; Tong, Howell
  • Contrasting aspects of nonlinear time series analysis. Tong, Howell
  • Cross-validatory bandwidth selection for regression estimation based on dependent data. Tong, Howell; Yao, Qiwei
  • Cumulative effects of air pollution on public health. Tong, Howell; Xia, Y
  • Data transformation and self-exciting threshold autoregression. Tong, Howell; Ghaddar, D K
  • Determination of the order of a Markov chain by Akaike's information criterion. Tong, Howell
  • Discontinuous decision processes and threshold autoregressive time series modelling. Tong, Howell
  • Discussion of "Feature matching in time series modeling": Rejoinder. Xia, Yingcun; Tong, Howell
  • Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Tong, Howell
  • Efficient estimation for semivarying-coefficient models. Tong, Howell; Xia, Y; Zhang, W
  • Ergodicity and invertibility of threshold MA models. Tong, Howell; Ling, S
  • Estimation and tests for power-transformed and threshold GARCH models. Tong, Howell; Pan, Jiazhu; Wang, Hui
  • Estimation of the covariance matrix of random effects in longitudinal studies. Tong, Howell; Sun, Y; Zhang, W
  • Feature matching in time series modeling. Xia, Yingcun; Tong, Howell
  • Final prediction error and final interpolation error: a paradox? Tong, Howell
  • Fitting a smooth average to noisy data. Tong, Howell
  • Frequency-domain approach to regulation of linear stochastic systems. Tong, Howell
  • From patterns to processes: phase- and density-dependence in the Canadian lynx cycle. Tong, Howell; Stenseth, Nils C; Chan, K S; Falck, W; Bjornstad, O N; O'Donoghue, M; Boonstra, R; Krebs, C J; Yoccoz, N G
  • Identification of the covariance structure of state space models. Subba Rao, T; Tong, Howell
  • Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Ng, K.W.; Tong, Howell
  • Is bilinear model an illusion? Tong, Howell
  • Jackknife approach to the estimation of mutual information. Zeng, Xianli; Xia, Yingcun; Tong, Howell
  • K-stationarity and wavelets. Tong, Howell; Cheng, Bing
  • Letter to the editor. Tong, Howell
  • Linear time-dependent systems. Tong, Howell; Subba Rao, T
  • Model specification tests in nonparametric stochastic regression models. Gao, J; Wolff, R C L; Tong, Howell
  • More on AR model fitting with noisy data by AIC. Tong, Howell
  • Nested sub-sample search algorithm for estimation of threshold models. Li, Dong; Tong, Howell
  • Nonlinear time series analysis since 1990: some personal reflections. Tong, Howell
  • Nonlinear time series models of regularly sampled data: a review. Tong, Howell
  • Nonparametric estimation of ratios of noise to signal in stochastic regression. Tong, Howell; Yao, Qiwei
  • Note on the estimation of Pr{Y<X} in the negative exponential case. Tong, Howell
  • Numerical evaluation of distributions in non-linear autoregression. Moeanaddin, R; Tong, Howell
  • On Bayesian value at risk: from linear to non-linear portfolios. Tong, Howell; Siu, T.K; Yang, H
  • On Markov chain modelling to some weather data. Tong, Howell; Gates, P
  • On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Chan, W.; Ng, M. W.; Tong, Howell
  • On a statistic useful for dimensionality reduction of linear stochastic systems. Sugiyama, T; Tong, Howell
  • On an absolute autoregressive model and skew symmetric distributions. Li, Dong; Tong, Howell
  • On estimating thresholds in autoregressive models. Chan, K.S; Tong, Howell
  • On extended partially linear single-index models. Li, W.K; Tong, Howell; Xia, Y
  • On initial-condition sensitivity and prediction in nonlinear stochastic systems. Yao, Qiwei; Tong, Howell
  • On likelihood ratio tests for threshold autoregression. Chan, K S; Tong, Howell
  • On model selection from a finite family of possibly misspecified time series models. Hsu, Hsiang Ling; Ing, Ching Kang; Tong, Howell picture_as_pdf
  • On multi-step non-linear least-squares predication. Moenaddin, R; Tong, Howell
  • On prediction and chaos in stochastic systems. Tong, Howell; Yao, Qiwei
  • On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Tong, Howell; Siu, T.K; Yang, H
  • On residual sums of squares in non-parametric autoregression. Cheng, B; Tong, Howell
  • On some distributional properties of a first order non-negative bilinear time series model. Tong, Howell; Zhang, Zhiqiang
  • On some tests for time-dependence of a transfer function. Subba Rao, T; Tong, Howell
  • On stability and limit cycles of non-linear autoregression in discrete time. Tong, Howell; Pemberton, J
  • On subset selection in non-parametric stochastic regression. Yao, Qiwei; Tong, Howell
  • On tests for non-linearity in time series analysis. Chan, K S; Tong, Howell
  • On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Tong, Howell; Yeung, I
  • On tests for threshold-type non-linearity in irregularly space time series. Tong, Howell; Yeung, I
  • On the analysis of bivariate non-stationary processes: with discussion. Priestley, Mark; Tong, Howell
  • On the asymptotic joint distribution of the estimated autoregressive coefficients. Tong, Howell
  • On the distribution of a simple stationary bilinear process. Tong, Howell; Wang, S.R; An, H.Z
  • On the estimation of Pr{Y < X} for exponential families. Tong, Howell
  • On the estimation of an instantaneous transformation for time series. Xia, Yingcun; Tong, Howell; Li, W K; Zhu, Li-Xing
  • On the statistical inference of a machine generated autoregressive AR(1) model. Tong, Howell; Stockis, J-P
  • On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Chan, K.S; Tong, Howell
  • On time-dependent linear transformations of non-stationary stochastic processes. Tong, Howell
  • On time-reversibility of multivariate linear processes. Tong, Howell; Zhang, Z
  • Option pricing under threshold autoregressive models by threshold Esscher transform. Siu, Tak Kien; Tong, Howell; Yang, Hailiang
  • Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Cheng, B; Tong, Howell
  • Quantifying the influence of initial values on nonlinear prediction. Yao, Qiwei; Tong, Howell
  • Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Tong, Howell
  • Score based goodness-of-fit tests for time series. Ling, Shiqing; Tong, Howell
  • Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Tong, Howell; Matsuda, Y; Yajima, Y
  • Semiparametric non-linear time series model selection. Gao, Jiti; Tong, Howell
  • Semiparametric penalty function method in partially linear model selection. Tong, Howell; Dong, Chaohua; Gao, Jiti
  • Single-index volatility models and estimation. Xia, Yingcun; Tong, Howell; Li, W. K.
  • Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr
  • Some comments on a bridge between nonlinear dynamicists and statisticians. Tong, Howell
  • Some comments on spectral representations of non-stationary stochastic processes. Tong, Howell
  • Some comments on the Canadian Lynx data with discussion. Tong, Howell
  • Some nonlinear threshold autoregressive time series models for actuarial use. Chan, Wai-Sum; Wong, Albert C S; Tong, Howell
  • Some personal experiences in popularising mathematical methods in the People's Republic of China. Tong, Howell; Hua, L K
  • Some recent nonparametric tools for time series data analysis. Tong, Howell
  • Special issue on 'Statistical forecasting and decision-making'. Tong, Howell
  • Statistical modelling of nonlinear long-term cumulative effects. Kong, Efang, F; Tong, Howell; Xia, Yingcun
  • Statistical tests for Lyapunov exponents of deterministic systems. Wolff, Rodney C.; Yao, Qiwei; Tong, Howell
  • Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Chan, K.S; Tong, Howell; Pham, D.T
  • Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Chan, K S; Pham, D T; Tong, Howell
  • Testing for common structures in a panel of threshold models. Chan, K.S; Tong, Howell; Stenseth, Nils C
  • Tests for tar models VS. star models-a separate family of hypotheses approach. Gao, Zhaoxing; Ling, Shiqing; Tong, Howell
  • Threshold autoregression and some frequency-domain characteristics. Pemberton, J; Tong, Howell
  • Threshold autoregression, limit cycles and cyclical data- with discussion. Tong, Howell; Lim, K S
  • Threshold autoregressive modelling in continuous time. Tong, Howell; Yeung, I
  • Threshold time series modelling of two Icelandic riverflow systems. Tong, Howell; Thanoon, B; Gudmundsson, G
  • Threshold variable selection using nonparametric methods. Tong, Howell; Xia, Y; Li, W.K
  • A bootstrap detection for operational determinism. Yao, Qiwei; Tong, Howell
  • A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Moenaddin, R; Tong, Howell
  • A conditional density approach to the order determination of time series. Yao, Qiwei; Finkenstädt, Bärbel F.; Tong, Howell
  • A goodness-of-fit test for single-index models. Li, W K; Tong, Howell; Xia, Y; Zhang, D
  • A multiple threshold AR(1)model. Chan, K.S; Petruccelli, J.D; Woolford, S.W; Tong, Howell
  • A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Wong, Shiu Fung; Tong, Howell; Siu, Tak Kuen; Lu, Zudi
  • A note on a Markov bilinear stochastic process in discrete time. Tong, Howell
  • A note on a local equivalence of two recent approaches to autoregressive order determination. Tong, Howell
  • A note on certain integral equations associated with non-linear time series analysis. Chan, K.S; Tong, Howell
  • A note on delayed autoregressive process in continuous time. Tong, Howell
  • A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Chan, K S; Tong, Howell
  • A note on local parameter orthogonality and Levinson-Durbin algorithm. Tong, Howell
  • A note on noisy chaos. Chan, K S; Tong, Howell
  • A note on one-dimensional chaotic maps under time reversal. Cheng, B; Tong, Howell
  • A note on stochastic difference equations and its application to GARCH models. Tong, Howell; Zhang, Z
  • A note on sub-system and system stability. Chan, K.S; Tong, Howell
  • A note on testing for multi-modality with dependent data. Tong, Howell; Chan, K.S
  • A note on tests for threshold-type nonlinearity in open loop systems. Sorour, A E; Tong, Howell
  • A note on the distribution of non-linear autoregressive stochastic processes. Pemberton, J; Tong, Howell
  • A note on the equivalence of two approaches for specifying a Markov process. Tong, Howell; Chan, K.S
  • A note on the invertibility of nonlinear ARMA models. Chan, Kung-Sik; Tong, Howell
  • A note on time-reversibility of multivariate linear processes. Chan, K.S; Ho, L-H; Tong, Howell
  • A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data. Tong, Howell
  • A personal journey through time series in Biometrika. Tong, Howell
  • A practical method for outlier detection in autoregressive time series modelling. Hau, M C; Tong, Howell
  • A simulation study of the estimation of evolutionary spectral functions. Tong, Howell; Chan, W-Y T
  • A test for symmetries of multivariate probability distributions. Diks, C; Tong, Howell
  • A test for time-dependence of linear open loop systems. Subba Rao, T; Tong, Howell
    • Book
  • Asset pricing: a structural theory and its applications. Cheng, Bing; Tong, Howell
  • Chaos: a statistical perspective. Tong, Howell; Chan, K.S
  • Non-linear time series: a dynamical system approach. Tong, Howell
  • Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21. Tong, Howell
    • Chapter
  • Advanced methods. Tong, Howell; Li, W K
  • Akaike's approach can yield constant order determination. Tong, Howell
  • Comments on prediction by nonlinear least squares methods. Tong, Howell
  • Dynamic model. Chan, K S; Tong, Howell
  • Identification of the structure of multivariate stochastic systems. Priestley, Mark; Subba Rao, T; Tong, Howell
  • Interval prediction of financial time series. Cheng, B; Tong, Howell
  • Likelihood plots, influential data and reparametrization in nonlinear time series modelling. Chan, K S; Moeanaddin, R; Tong, Howell
  • Multi-step-ahead forecasting of cyclical data by threshold autoregression. Wu, Z.M; Tong, Howell
  • Non-linear time series analysis. Tong, Howell
  • Nonparametric function estimation in noisy chaos. Cheng, B; Tong, Howell
  • On a threshold model. Tong, Howell
  • On delay co-ordinates in stochastic dynamical systems. Cheng, B; Tong, Howell
  • On efficiency of estimation for a single-index model. Tong, Howell; Xia, Y
  • On time-dependent linear stochastic control systems. Subba Rao, T; Tong, Howell
  • Threshold models. Tong, Howell; Yao, Qiwei
  • Threshold stability, non-linear forecasting and irregularly sampled data. Tong, Howell
  • A note on kernel estimation in integrated time series. Tong, Howell
  • An overview on chaos. Tong, Howell
  • A survey of the statistical analysis of univariate threshold autoregressive models. Chan, K.S; Tong, Howell
  • A theory of wavelet representation and decomposition for a general stochastic process. Cheng, B; Tong, Howell
    • Conference or Workshop Item
  • Catastrophe in time series analysis? Tong, Howell
  • Exploring volatility from a dynamical system perspective. Tong, Howell
  • On fitting of non-stationary autoregressive models in time series analysis. Ozaki, T; Tong, Howell
  • Statistical tests for Lyapunov exponents of deterministic systems. Wolff, Rodney C.; Yao, Qiwei; Tong, Howell
    • Report
  • Nonlinear time series modelling of highly fluctuating biological population over space - main results. Tong, Howell; Stenseth, Nils Chr; Yao, Qiwei