LSE creators

Number of items: 173.
Article
  • Cheng, Bing, Tong, Howell (2025). Cheng and Tong’s contribution to the discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al. Journal of the Royal Statistical Society. Series B: Statistical Methodology, https://doi.org/10.1093/jrsssb/qkag010
  • Goracci, Greta, Giannerini, Simone, Chan, Kung Sik, Tong, Howell (2023). Testing for threshold effects in the Tarma framework. Statistica Sinica, 33(3), 1879-1901. https://doi.org/10.5705/ss.202021.0120
  • Zhang, Xinyu, Li, Dong, Tong, Howell (2023). On the least squares estimation of multiple-threshold-variable autoregressive models. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2023.2174124 picture_as_pdf
  • Stenseth, Nils Chr, Tao, Yuxin, Zhang, Chutian, Bramanti, Barbara, Büntgen, Ulf, Cong, Xianbin, Cui, Yujun, Zhou, Hu, Dawson, Lorna A. & Mooney, Sacha J. et al (2022). No evidence for persistent natural plague reservoirs in historical and modern Europe. Proceedings of the National Academy of Sciences of the United States of America, 119(51). https://doi.org/10.1073/pnas.2209816119 picture_as_pdf
  • Zhang, Xinyu, Tong, Howell (2022). Asymptotic theory of principal component analysis for time series data with cautionary comments. Journal of the Royal Statistical Society. Series A: Statistics in Society, 185(2), 543 - 565. https://doi.org/10.1111/rssa.12793 picture_as_pdf
  • Li, Dong, Tong, Howell (2020). On an absolute autoregressive model and skew symmetric distributions. Statistica, 80(2), 177 - 198. https://doi.org/10.6092/issn.1973-2201/10420
  • Hsu, Hsiang Ling, Ing, Ching Kang, Tong, Howell (2019). On model selection from a finite family of possibly misspecified time series models. Annals of Statistics, 47(2), 1061-1087. https://doi.org/10.1214/18-AOS1706 picture_as_pdf
  • Zeng, Xianli, Xia, Yingcun, Tong, Howell (2018). Jackknife approach to the estimation of mutual information. Proceedings of the National Academy of Sciences of the United States of America, 115(40), 9956-9961. https://doi.org/10.1073/pnas.1715593115
  • Gao, Zhaoxing, Ling, Shiqing, Tong, Howell (2018). Tests for tar models VS. star models-a separate family of hypotheses approach. Statistica Sinica, 28(4), 2857-2883. https://doi.org/10.5705/ss.202016.0497
  • Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen, Lu, Zudi (2017). A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38(2), 243-265. https://doi.org/10.1111/jtsa.12206
  • Li, Dong, Tong, Howell (2016). Nested sub-sample search algorithm for estimation of threshold models. Statistica Sinica, 26(4), 1543-1554. https://doi.org/10.5705/ss.2013.394t
  • Tong, Howell (2012). Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Statistical Methods and Applications, 21(3), 335-339. https://doi.org/10.1007/s10260-012-0196-1
  • Ling, Shiqing, Tong, Howell (2011). Score based goodness-of-fit tests for time series. Statistica Sinica, 21(4), 1807-1829. https://doi.org/10.5705/ss.2009.090
  • Xia, Yingcun, Tong, Howell (2011). Discussion of "Feature matching in time series modeling": Rejoinder. Statistical Science, 26(1), 59-61. https://doi.org/10.1214/11-STS345REJ
  • Xia, Yingcun, Tong, Howell (2011). Feature matching in time series modeling. Statistical Science, 26(1), 21-46. https://doi.org/10.1214/10-STS345
  • Song, Na, Siu, Tak Kuen, Ching, Wa-Ki, Tong, Howell, Yang, Hailiang (2011). Asset allocation under threshold autoregressive models. Applied Stochastic Models in Business and Industry, 28(1), 60-72. https://doi.org/10.1002/asmb.897
  • Ng, K.W., Tong, Howell (2011). Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Statistics and Its Interface, 4(1), 95-103.
  • Tong, Howell (2011). Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Statistics and Its Interface, 4(2), 135-136.
  • Chan, Kung-Sik, Tong, Howell (2010). A note on the invertibility of nonlinear ARMA models. Journal of Statistical Planning and Inference, 140(12), 3709-3714. https://doi.org/10.1016/j.jspi.2010.04.036
  • Kong, Efang, F, Tong, Howell, Xia, Yingcun (2010). Statistical modelling of nonlinear long-term cumulative effects. Statistica Sinica, 20(3), 1097-1123.
  • Tong, Howell, Pan, Jiazhu, Wang, Hui (2008). Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142(1), 352-378. https://doi.org/10.1016/j.jeconom.2007.06.004
  • Tong, Howell, Ling, S (2007). Ergodicity and invertibility of threshold MA models. Bernoulli, 13(1), 161-168. https://doi.org/10.3150/07-BEJ5147
  • Tong, Howell (2007). Birth of the threshold time series model. Statistica Sinica, 17(1), 8-14.
  • Tong, Howell, Xia, Y, Li, W.K (2007). Threshold variable selection using nonparametric methods. Statistica Sinica, 17(1), 265-288.
  • Tong, Howell, Sun, Y, Zhang, W (2007). Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35(6), 2795-2814. https://doi.org/10.1214/009053607000000523
  • Tong, Howell, Dong, Chaohua, Gao, Jiti (2007). Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17(1), 99-114.
  • Tong, Howell, Xia, Y (2006). Cumulative effects of air pollution on public health. Statistics in Medicine, 25(20), 3548-3559. https://doi.org/10.1002/sim.2446
  • Siu, Tak Kien, Tong, Howell, Yang, Hailiang (2006). Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of Industrial and Management Optimization, 2(2), 177-197.
  • Tong, Howell, Matsuda, Y, Yajima, Y (2006). Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12(2), 221-249. https://doi.org/10.3150/bj/1145993973
  • Chan, W., Ng, M. W., Tong, Howell (2006). On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of Actuarial Science, 1(1), 103-128. https://doi.org/10.1017/S1748499500000075
  • Chan, K.S, Ho, L-H, Tong, Howell (2006). A note on time-reversibility of multivariate linear processes. Biometrika, 93(1), 221-227. https://doi.org/10.1093/biomet/93.1.221
  • Tong, Howell, Ling, S (2005). Testing for a linear MA model against threshold MA models. Annals of Statistics, 33(6), 2529-2552. https://doi.org/10.1214/009053605000000598
  • Tong, Howell, Zhang, Z (2005). On time-reversibility of multivariate linear processes. Statistica Sinica, 15(2), 495-504.
  • Tong, Howell, Xia, Y, Zhang, W (2004). Efficient estimation for semivarying-coefficient models. Biometrika, 91(3), 661-681. https://doi.org/10.1093/biomet/91.3.661
  • Tong, Howell, Siu, T.K, Yang, H (2004). On Bayesian value at risk: from linear to non-linear portfolios. Asian Pacific Financial Markets, 11(2), 161-184. https://doi.org/10.1007/s10690-006-9008-7
  • Wolff, Rodney C., Yao, Qiwei, Tong, Howell (2004). Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8(2), 174 - 193.
  • Chan, K.S, Tong, Howell, Stenseth, Nils C (2004). Testing for common structures in a panel of threshold models. Biometrics, 60(1), 225-232. https://doi.org/10.1111/j.0006-341X.2004.00151.x
  • Li, W K, Tong, Howell, Xia, Y, Zhang, D (2004). A goodness-of-fit test for single-index models. Statistica Sinica, 14(1), 1-28.
  • Tong, Howell, Siu, T.K, Yang, H (2004). On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American Actuarial Journal, 8, 17-31.
  • Gao, Jiti, Tong, Howell (2004). Semiparametric non-linear time series model selection. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66(2), 321-336. https://doi.org/10.1111/j.1369-7412.2004.05303.x
  • Chan, Wai-Sum, Wong, Albert C S, Tong, Howell (2004). Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8(4), 37-61.
  • Tong, Howell, Zhang, Z (2004). A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20, 259-269.
  • Tong, Howell, Chan, K.S (2004). A note on testing for multi-modality with dependent data. Biometrika, 91(1), 113-123. https://doi.org/10.1093/biomet/91.1.113
  • Zhang, Wenyang, Yao, Qiwei, Tong, Howell, Stenseth, Nils Chr (2003). Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59(4), 813-821. https://doi.org/10.1111/j.0006-341X.2003.00095.x
  • Tong, Howell, Xia, Y, Zhu, L (2002). An adaptive estimation of dimension reduction space, with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64(3), 363-410. https://doi.org/10.1111/1467-9868.03411
  • Tong, Howell (2002). Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, English Series, 18(2), 177-184. https://doi.org/10.1007/s102550200017
  • Tong, Howell, Chan, K.S (2002). A note on the equivalence of two approaches for specifying a Markov process. Bernoulli, 8(1), 117-122.
  • Gao, J, Tong, Howell, Wolff, Rodney C (2002). Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12(2), 409-428.
  • Gao, J, Wolff, R C L, Tong, Howell (2002). Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis, 83(2), 324-359. https://doi.org/10.1006/jmva.2001.2058
  • Xia, Yingcun, Tong, Howell, Li, W. K. (2002). Single-index volatility models and estimation. Statistica Sinica, 12(3), 785-799.
  • Yao, Qiwei, Yang, Wengyan, Tong, Howell (2001). Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Statistics and Computing, 11(4), 367-371. https://doi.org/10.1023/A:1011977221590
  • Tong, Howell, Zhang, Zhiqiang (2001). On some distributional properties of a first order non-negative bilinear time series model. Journal of Applied Probability, 38(3), 659 -671. https://doi.org/10.1239/jap/1005091030
  • Yao, Qiwei, Finkenstädt, Bärbel F., Tong, Howell (2001). A conditional density approach to the order determination of time series. Statistics and Computing, 11(3), 229-240. https://doi.org/10.1023/A:1016600304293
  • Tong, Howell (2001). A personal journey through time series in Biometrika. Biometrika, 88(1), 195-218. https://doi.org/10.1093/biomet/88.1.195
  • Siu, Tak Kuen, Tong, Howell, Yang, Hailiang (2001). Bayesian risk measures for derivatives for random Esscher transform. North American Actuarial Journal, 5(3), 78-91.
  • Tong, Howell, Yang, Hailiang (2001). 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". Journal of the Royal Statistical Society. Series B: Statistical Methodology, 63(2), 232-233. https://doi.org/10.1111/1467-9868.00282
  • Yao, Qiwei, Tong, Howell, Finkenstädt, Bärbel, Stenseth, Nils Chr (2000). Common structure in panels of short time series. Proceedings of the Royal Society: B Biological Sciences, 267(1460), 2459-2467. https://doi.org/10.1098/rspb.2000.1306
  • Tong, Howell, Yao, Qiwei (2000). Nonparametric estimation of ratios of noise to signal in stochastic regression. Statistica Sinica, 10(3), 751-770.
  • Xia, Yingcun, Tong, Howell, Li, W K, Zhu, Li-Xing (2000). On the estimation of an instantaneous transformation for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 62(2), 383-397. https://doi.org/10.1111/1467-9868.00238
  • Diks, C, Tong, Howell (1999). A test for symmetries of multivariate probability distributions. Biometrika, 86(3), 605-614. https://doi.org/10.1093/biomet/86.3.605
  • 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 et al (1999). Common dynamic structure of Canadian lynx populations within three geoclimate regions. Science, 285(5430), 1071-1077. https://doi.org/10.1126/science.285.5430.1071
  • Li, W.K, Tong, Howell, Xia, Y (1999). On extended partially linear single-index models. Biometrika, 86(4), 831-842. https://doi.org/10.1093/biomet/86.4.831
  • Tong, Howell (1999). Some recent nonparametric tools for time series data analysis. Bulletin of the International Statistical Institute, 53rd s(Tome 5), 387-390.
  • Tong, Howell, Stenseth, Nils C, Chan, K S, Falck, W, Bjornstad, O N, O'Donoghue, M, Boonstra, R, Krebs, C J, Yoccoz, N G (1998). From patterns to processes: phase- and density-dependence in the Canadian lynx cycle. Proceedings of the National Academy of Sciences of the United States of America, 95(26), 15430-15435.
  • Tong, Howell, Stenseth, Nils C, Chan, K.S, Framstad, E (1998). Phase and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes. Proceedings of the Royal Society: B Biological Sciences, 265(1409), 1957-1968. https://doi.org/10.1098/rspb.1998.0526
  • Tong, Howell, Yao, Qiwei (1998). Cross-validatory bandwidth selection for regression estimation based on dependent data. Journal of Statistical Planning and Inference, 68(2), 387-415. https://doi.org/10.1016/S0378-3758(97)00151-1
  • Tong, Howell, Cheng, Bing (1998). K-stationarity and wavelets. Journal of Statistical Planning and Inference, 68(1), 129-144. https://doi.org/10.1016/S0378-3758(97)00138-9
  • Yao, Qiwei, Tong, Howell (1998). A bootstrap detection for operational determinism. Physica D: Nonlinear Phenomena, 115(1/2), 49-58. https://doi.org/10.1016/S0167-2789(97)00228-5
  • Tong, Howell, Stockis, J-P (1998). On the statistical inference of a machine generated autoregressive AR(1) model. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 60(4), 781-796. https://doi.org/10.1111/1467-9868.00154
  • Fan, Jianqing, Yao, Qiwei, Tong, Howell (1996). Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83(1), 189-206. https://doi.org/10.1093/biomet/83.1.189
  • Yao, Qiwei, Tong, Howell (1996). Asymmetric least squares regression estimation: a nonparametric approach. Journal of Nonparametric Statistics, 6(2-3), 273-292. https://doi.org/10.1080/10485259608832675
  • Yao, Qiwei, Tong, Howell (1995). On initial-condition sensitivity and prediction in nonlinear stochastic systems. Bulletin of the International Statistical Institute, 50(4), 395-412.
  • Yao, Qiwei, Tong, Howell (1994). On subset selection in non-parametric stochastic regression. Statistica Sinica, 4(1), 51-70.
  • Tong, Howell (1994). Is bilinear model an illusion? Statistique et Analyse des Donnees: Bulletin de L'association des Statisticiens Universitaires, 15, 57-60.
  • Tong, Howell, Yao, Qiwei (1994). On prediction and chaos in stochastic systems. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348(1688), 357-369. https://doi.org/10.1098/rsta.1994.0096
  • Cheng, B, Tong, Howell (1994). Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348(1688), 325-341.
  • Yao, Qiwei, Tong, Howell (1994). Quantifying the influence of initial values on nonlinear prediction. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 56(4), 701-725.
  • Chan, K S, Tong, Howell (1994). A note on noisy chaos. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 56(2), 301-311.
  • Cheng, B, Tong, Howell (1993). On residual sums of squares in non-parametric autoregression. Stochastic Processes and Their Applications, 48(1), 157-174. https://doi.org/10.1016/0304-4149(93)90112-H
  • Tong, Howell (1993). Between chance and chaos. Twenty-First Century, 20, 90-98.
  • Sorour, A E, Tong, Howell (1993). A note on tests for threshold-type nonlinearity in open loop systems. Journal of Applied Statistics, 42(1), 95-104.
  • Cheng, B, Tong, Howell (1992). Consistent nonparametric order determination and chaos, with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 54(2), 427-449.
  • Tong, Howell (1992). Contrasting aspects of nonlinear time series analysis. IMA Volumes in Mathematics and Its Applications, 45, 357-370.
  • Tong, Howell (1992). Some comments on a bridge between nonlinear dynamicists and statisticians. Physica Didactica, 58, 299-303.
  • Cheng, B, Tong, Howell (1992). A note on one-dimensional chaotic maps under time reversal. Advances in Applied Probability, 24(1), 219-220. https://doi.org/10.2307/1427737
  • Chan, K.S, Tong, Howell, Pham, D.T (1991). Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Statistica Sinica, 1(2), 361-369.
  • Tong, Howell, Yeung, I (1991). Threshold autoregressive modelling in continuous time. Statistica Sinica, 1(2), 411-430.
  • Tong, Howell, Yeung, I (1991). On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of Applied Statistics, 40(1), 43-62.
  • Moeanaddin, R, Tong, Howell (1990). Numerical evaluation of distributions in non-linear autoregression. Journal of Time Series Analysis, 11(1), 33-48. https://doi.org/10.1111/j.1467-9892.1990.tb00040.x
  • Dabas, P, Tong, Howell (1990). Clusters of time series models: an example. Journal of Applied Statistics, 17(2), 187-198. https://doi.org/10.1080/757582830
  • Chan, K S, Tong, Howell (1990). On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 52(3), 469-476.
  • Tong, Howell, Yeung, I (1990). On tests for threshold-type non-linearity in irregularly space time series. Journal of Statistical Computation and Simulation, 34(4), 177-194. https://doi.org/10.1080/00949659008811226
  • Hau, M C, Tong, Howell (1990). A practical method for outlier detection in autoregressive time series modelling. Stochastic Hydrology and Hydraulics, 3(4), 241-260. https://doi.org/10.1007/BF01543459
  • Tong, Howell (1989). Nonlinear time series models of regularly sampled data: a review. Progress in Mathematics, 18, 22-43.
  • Chan, K S, Pham, D T, Tong, Howell (1989). Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Bulletin of the International Statistical Institute, 47th s(2), 202-203.
  • Moenaddin, R, Tong, Howell (1988). On multi-step non-linear least-squares predication. Journal of the Royal Statistical Society. Series D: The Statistician, 37(2), 101-110.
  • Tong, Howell (1988). Special issue on 'Statistical forecasting and decision-making'. Journal of the Royal Statistical Society. Series D: The Statistician, 37(2), 99-241.
  • Moenaddin, R, Tong, Howell (1988). A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Journal of the Royal Statistical Society. Series D: The Statistician, 37(4/5), 493-494.
  • Tong, Howell (1988). A note on local parameter orthogonality and Levinson-Durbin algorithm. Biometrika, 75(4), 788-789. https://doi.org/10.1093/biomet/75.4.788
  • Chan, K S, Tong, Howell (1987). A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Journal of Time Series Analysis, 8(3), 277-281. https://doi.org/10.1111/j.1467-9892.1987.tb00439.x
  • Chan, K.S, Tong, Howell (1986). On estimating thresholds in autoregressive models. Journal of Time Series Analysis, 7(3), 179-190. https://doi.org/10.1111/j.1467-9892.1986.tb00501.x
  • Chan, K.S, Tong, Howell (1986). A note on certain integral equations associated with non-linear time series analysis. Probability Theory and Related Fields, 73(1), 153-158. https://doi.org/10.1007/BF01845999
  • Chan, K S, Tong, Howell (1986). On tests for non-linearity in time series analysis. Journal of Forecasting, 5(4), 217-228. https://doi.org/10.1002/for.3980050403
  • Chan, K.S, Tong, Howell (1985). On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Advances in Applied Probability, 17(3), 666-678.
  • Tong, Howell, Thanoon, B, Gudmundsson, G (1985). Threshold time series modelling of two Icelandic riverflow systems. Water Resources Bulletin, 21(4), 651-661. https://doi.org/10.1111/j.1752-1688.1985.tb05380.x
  • Chan, K.S, Petruccelli, J.D, Woolford, S.W, Tong, Howell (1985). A multiple threshold AR(1)model. Journal of Applied Probability, 22(2), 267-279.
  • Chan, K.S, Tong, Howell (1984). A note on sub-system and system stability. Journal of Engineering Mathematics, 1(2), 43-51.
  • Tong, Howell (1983). A note on delayed autoregressive process in continuous time. Biometrika, 70(3), 710-712. https://doi.org/10.1093/biomet/70.3.710
  • Tong, Howell, Wang, S.R, An, H.Z (1983). On the distribution of a simple stationary bilinear process. Journal of Time Series Analysis, 4(3), 209-216. https://doi.org/10.1111/j.1467-9892.1983.tb00369.x
  • Pemberton, J, Tong, Howell (1983). Threshold autoregression and some frequency-domain characteristics. Handbook of Statistics, 3, 249-273.
  • Tong, Howell (1982). Discontinuous decision processes and threshold autoregressive time series modelling. Biometrika, 69(1), 274-276. https://doi.org/10.1093/biomet/69.1.274
  • Tong, Howell (1982). A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data. Journal of Time Series Analysis, 3(2), 137-140. https://doi.org/10.1111/j.1467-9892.1982.tb00335.x
  • Tong, Howell, Hua, L K (1982). Some personal experiences in popularising mathematical methods in the People's Republic of China. International Journal of Mathematical Education in Science and Technology, 13(4), 371-386. https://doi.org/10.1080/0020739820130401
  • Tong, Howell (1981). A note on a Markov bilinear stochastic process in discrete time. Journal of Time Series Analysis, 2(4), 279-284. https://doi.org/10.1111/j.1467-9892.1981.tb00326.x
  • Pemberton, J, Tong, Howell (1981). A note on the distribution of non-linear autoregressive stochastic processes. Journal of Time Series Analysis, 2(1), 49-52. https://doi.org/10.1111/j.1467-9892.1981.tb00310.x
  • Tong, Howell, Ghaddar, D K (1981). Data transformation and self-exciting threshold autoregression. Journal of the Royal Statistical Society. Series C: Applied Statistics, 30, 238-248.
  • Tong, Howell, Pemberton, J (1980). On stability and limit cycles of non-linear autoregression in discrete time. Cahiers du Centre d'études de Recherche Opérationnelle, 22(2), 137-148.
  • Tong, Howell, Lim, K S (1980). Threshold autoregression, limit cycles and cyclical data- with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 42(3), 245-292.
  • Tong, Howell (1979). Final prediction error and final interpolation error: a paradox? IEEE Transactions on Information Theory, 25(6), 758 -759.
  • Tong, Howell (1979). A note on a local equivalence of two recent approaches to autoregressive order determination. International Journal of Control, 29(3), 441-446. https://doi.org/10.1080/00207177908922709
  • Tong, Howell (1978). On the asymptotic joint distribution of the estimated autoregressive coefficients. International Journal of Control, 27, 801-807. https://doi.org/10.1080/00207177808922411
  • Tong, Howell (1977). More on AR model fitting with noisy data by AIC. IEEE Transactions on Information Theory, 23(3), 409-410.
  • Tong, Howell (1977). On the estimation of Pr{Y < X} for exponential families. IEEE Transactions on Reliability, R-26, 54-56.
  • Tong, Howell (1977). Some comments on the Canadian Lynx data with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 140(4), 432-436.
  • Tong, Howell, Gates, P (1976). On Markov chain modelling to some weather data. Journal of Applied Meteorology, 15(11), 1145-1151. https://doi.org/10.1175/1520-0450(1976)015<1145:OMCMTS>2.0.CO;2
  • Tong, Howell (1976). Fitting a smooth average to noisy data. IEEE Transactions on Information Theory, IT-22, 493-496.
  • Sugiyama, T, Tong, Howell (1976). On a statistic useful for dimensionality reduction of linear stochastic systems. Communications in Statistics - Theory and Methods, 5(8), 711-721. https://doi.org/10.1080/03610927608827389
  • Tong, Howell (1975). Determination of the order of a Markov chain by Akaike's information criterion. Journal of Applied Probability, 12(3), 488-497.
  • Tong, Howell (1975). Autoregressive model fitting with noisy data by Akaike's information criterion. IEEE Transactions on Information Theory, IT-21, 476-480.
  • Tong, Howell (1975). Letter to the editor. Technometrics, 17, p. 393.
  • Tong, Howell, Chan, W-Y T (1975). A simulation study of the estimation of evolutionary spectral functions. Journal of the Royal Statistical Society. Series C: Applied Statistics, 24(3), 334-341.
  • Priestley, Mark, Subba Rao, T, Tong, Howell (1974). Applications of principal component analysis and factor analysis in stochastic control systems. IEEE Transactions on Automatic Control, AC-19, 730-734.
  • Tong, Howell (1974). Frequency-domain approach to regulation of linear stochastic systems. Automatica, 10(5), 533-538. https://doi.org/10.1016/0005-1098(74)90054-5
  • Subba Rao, T, Tong, Howell (1974). Identification of the covariance structure of state space models. Bulletin of the Institute of Mathematics and Its Applications, 11(5/6), 2001-203.
  • Tong, Howell, Subba Rao, T (1974). Linear time-dependent systems. IEEE Transactions on Automatic Control, 19(6), 730-734.
  • Tong, Howell (1974). Note on the estimation of Pr{Y<X} in the negative exponential case. Technometrics, 16, p. 625.
  • Tong, Howell (1974). On time-dependent linear transformations of non-stationary stochastic processes. Journal of Applied Probability, 11(1), 53-62.
  • Subba Rao, T, Tong, Howell (1973). On some tests for time-dependence of a transfer function. Biometrika, 60(3), 589-597. https://doi.org/10.1093/biomet/60.3.589
  • Priestley, Mark, Tong, Howell (1973). On the analysis of bivariate non-stationary processes: with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 35, 153-166.
  • Tong, Howell (1973). Some comments on spectral representations of non-stationary stochastic processes. Journal of Applied Probability, 10, 881-885.
  • Subba Rao, T, Tong, Howell (1972). A test for time-dependence of linear open loop systems. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 34, 235-250.
    • Book
  • Cheng, Bing, Tong, Howell (2008). Asset pricing: a structural theory and its applications. World Scientific (Firm).
  • Tong, Howell, Chan, K.S (2001). Chaos: a statistical perspective. Springer Berlin / Heidelberg.
  • Chan, W.S, Li, W.K, Tong, Howell (Eds.) (2000). Statistics and finance: an interface. Imperial College Press.
  • Tong, Howell (Ed.) (1995). Chaos and forecasting (nonlinear time series & chaos). World Scientific (Firm).
  • Tong, Howell (Ed.) (1993). Dimension estimation and models. World Scientific (Firm).
  • Tong, Howell (1990). Non-linear time series: a dynamical system approach. Oxford University Press.
  • Tong, Howell (1983). Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21. Springer Berlin / Heidelberg.
    • Chapter
  • Tong, Howell, Xia, Y (2006). On efficiency of estimation for a single-index model. In Fan, J, Koul, H (Eds.), Frontiers in Statistics (pp. 63-85). Imperial College Press.
  • Tong, Howell (2005). Non-linear time series analysis. In Encyclopedia of Biostatistics (pp. 3020-3040). John Wiley & Sons. https://doi.org/10.1002/0470011815.b2a12052
  • Chan, K S, Tong, Howell (2002). Dynamic model. In El-Shaarawi, Abdel H, Piegorsch, Walter W (Eds.), Encyclopaedia of Environmetrics (pp. 574-578). John Wiley & Sons.
  • Tong, Howell, Li, W K (2001). Advanced methods. In Baltes, Paul B, Smelser, Neil J (Eds.), International Encyclopedia of the Social and Behavioral Sciences (pp. 15699-15704). Elsevier (Firm).
  • Cheng, B, Tong, Howell (2000). Interval prediction of financial time series. In Chan, K.S, Li, W.K, Tong, Howell (Eds.), Statistics and Finance: an Interface (pp. 245-260). Imperial College Press.
  • Tong, Howell (2000). A note on kernel estimation in integrated time series. In Chan, K.S, Li, W.K, Tong, Howell (Eds.), Statistics and Finance: an Interface (pp. 86-96). Imperial College Press.
  • Tong, Howell, Yao, Qiwei (1998). Threshold models. In Encyclopedia of Statistical Sciences (pp. 664-666). https://doi.org/10.1002/0471667196.ess0744.pub2
  • Cheng, B, Tong, Howell (1996). A theory of wavelet representation and decomposition for a general stochastic process. In Robinson, P.M, Rosenblatt, M (Eds.), Athens Conference on Applied Probability and Time Series: Time Series Analysis in Memory of E.J. Hannan (pp. 115-129). Springer Berlin / Heidelberg.
  • Cheng, B, Tong, Howell (1996). On delay co-ordinates in stochastic dynamical systems. In van Strien, S.J, Verduyn Lunel, S.M (Eds.), Stochastic and Spatial Structures of Dynamical Systems (pp. 29-37). North-Holland Publishing Company.
  • Tong, Howell (1995). An overview on chaos. In Titterington, D.M (Ed.), Complex Stochastic Systems and Engineering: Conference Proceedings (Institute of Mathematics and Its Applications Conference Serie (pp. 3-11). Oxford University Press.
  • Tong, Howell (1994). Akaike's approach can yield constant order determination. In Bozdogan, H (Ed.), Frontiers of Statistical Modeling: an Informational Approach: 1st Us/Japan Conference: Papers (pp. 93-103). Kluwer Academic Publishers.
  • Tong, Howell (1994). Comments on prediction by nonlinear least squares methods. In Kelly, F P (Ed.), Probability, Statistics and Optimization: a Tribute to Peter Whittle . John Wiley & Sons.
  • Cheng, B, Tong, Howell (1993). Nonparametric function estimation in noisy chaos. In Rao, T.Subba (Ed.), Developments in Time Series Analysis: in Honour of Maurice B.Priestley (pp. 183-206). Chapman and Hall.
  • Chan, K S, Moeanaddin, R, Tong, Howell (1992). Likelihood plots, influential data and reparametrization in nonlinear time series modelling. In Chao, Min-Te, Cheng, Philip E (Eds.), Proceedings of 1990 Taipei Symposium in Statistics (pp. 37-62). Institute of Statistical Science, Academia Sinica.
  • Tong, Howell (1989). Threshold stability, non-linear forecasting and irregularly sampled data. In Hackl, P (Ed.), Statistical Analysis and Forecasting of Economic Structural Change (pp. 279-296). Springer Berlin / Heidelberg.
  • Chan, K.S, Tong, Howell (1989). A survey of the statistical analysis of univariate threshold autoregressive models. In Mariano, R (Ed.), Advances in Statistical Analysis and Statistical Computing: Advances in Statistical Analysis and Statistical Computing (pp. 1-42). JAI Press.
  • Wu, Z.M, Tong, Howell (1982). Multi-step-ahead forecasting of cyclical data by threshold autoregression. In Anderson, O.D (Ed.), Time Series Analysis: Theory and Practice Pt. 2, Proceedings of the International Conference Held in Dublin, Ireland, March 1982 (pp. 733-753). Elsevier (Firm).
  • Tong, Howell (1978). On a threshold model. In Chen, C (Ed.), Pattern Recognition and Signal Processing (pp. 575-586). Sijthoff & Noordhoff.
  • Priestley, Mark, Subba Rao, T, Tong, Howell (1973). Identification of the structure of multivariate stochastic systems. In Krishnaiah, Paruchuri R (Ed.), Multivariate Analysis Iii . Academic Press.
  • Subba Rao, T, Tong, Howell (1973). On time-dependent linear stochastic control systems. In Bell, DJ (Ed.), Recent Mathematical Developments in Control . Academic Press.
    • Conference or Workshop Item
  • Tong, Howell (2007-08-22 - 2007-08-29) Exploring volatility from a dynamical system perspective [Paper]. 56th session of the International Statistical Institute, Lisbon, Portugal, PRT.
  • Wolff, Rodney C., Yao, Qiwei, Tong, Howell (2003-06-06 - 2003-06-07) Statistical tests for Lyapunov exponents of deterministic systems [Paper]. Cofin 2000 Final Workshop, Bressanone, Italy, ITA.
  • Tong, Howell (1980-05-01) Catastrophe in time series analysis? [Paper]. Journees de statistique, Toulouse, France, FRA.
  • Ozaki, T, Tong, Howell (1975-01-01) On fitting of non-stationary autoregressive models in time series analysis [Paper]. Proceedings of the 8th Hawaii International Conference on System Science, Hawaii, United States, USA.
    • Report
  • Tong, Howell, Stenseth, Nils Chr, Yao, Qiwei (2002). Nonlinear time series modelling of highly fluctuating biological population over space - main results. Department of Statistics, London School of Economics and Political Science.