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Tong, Howell

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Author ID: tong.howell Recent zbMATH articles by "Tong, Howell"
Published as: Tong, H.; Tong, Howell
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 134 Publications since 1972, including 10 Books
Biographic References: 2 Publications
all top 5

Serials

16 Statistica Sinica
10 Biometrika
7 Journal of Time Series Analysis
7 Journal of the Royal Statistical Society. Series B
5 Journal of Applied Probability
4 Bernoulli
3 IEEE Transactions on Information Theory
3 The Annals of Statistics
3 Journal of Econometrics
3 Journal of Statistical Planning and Inference
3 Philosophical Transactions of the Royal Society of London. Series A
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 North American Actuarial Journal
2 Advances in Applied Probability
2 International Journal of Control
2 Biometrics
2 IEEE Transactions on Automatic Control
2 Journal of the Royal Statistical Society. Series C. Applied Statistics
2 Physica D
2 Statistical Science
2 Science in China. Series A
2 Nonlinear Time Series and Chaos
2 Oxford Statistical Science Series
2 Statistics and Its Interface
1 IEEE Transactions on Reliability
1 Scandinavian Journal of Statistics
1 Automatica
1 Cahiers du Centre d’Études de Recherche Opérationnelle
1 Journal of Multivariate Analysis
1 Technometrics
1 Advances in Mathematics
1 Chinese Journal of Applied Probability and Statistics
1 Probability Theory and Related Fields
1 Stochastic Hydrology and Hydraulics
1 Journal of Sciences. Islamic Republic of Iran
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Proceedings of the National Academy of Sciences of the United States of America
1 Stochastic Processes and their Applications
1 Journal of Nonparametric Statistics
1 Studies in Nonlinear Dynamics and Econometrics
1 Applied Stochastic Models in Business and Industry
1 Asia-Pacific Financial Markets
1 Statistical Methods and Applications
1 Journal of Industrial and Management Optimization
1 Lecture Notes in Statistics
1 Springer Series in Statistics

Publications by Year

Citations contained in zbMATH Open

96 Publications have been cited 2,168 times in 1,622 Documents Cited by Year
Non-linear time series. A dynamical system approach. Zbl 0716.62085
Tong, Howell
523
1990
An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028
Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing
289
2002
Threshold models in non-linear time series analysis. Zbl 0527.62083
Tong, Howell
180
1983
Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081
Tong, H.; Lim, K. S.
138
1980
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026
Fan, Jianqing; Yao, Qiwei; Tong, Howell
84
1996
Efficient estimation for semivarying-coefficient models. Zbl 1108.62019
Xia, Yingcun; Zhang, Wenyang; Tong, Howell
77
2004
On estimating thresholds in autoregressive models. Zbl 0596.62085
Chan, K. S.; Tong, H.
65
1986
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
65
1985
On extended partially linear single-index models. Zbl 0942.62109
Xia, Yingcun; Tong, Howell; Li, W. K.
49
1999
A multiple-threshold AR(1) model. Zbl 0579.62074
Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W.
44
1985
A note on the estimation of Pr\(\{Y < X\}\) in the exponential case. Zbl 0292.62021
Tong, H.
33
1974
Threshold models in time series analysis – 30 years on. Zbl 05983884
Tong, Howell
30
2011
Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038
Yao, Qiwei; Tong, Howell
28
1996
Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345
Pan, Jiazhu; Wang, Hui; Tong, Howell
26
2008
On likelihood ratio tests for threshold autoregression. Zbl 0706.62078
Chan, K. S.; Tong, H.
22
1990
On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
21
2004
A goodness-of-fit test for single-index models. (With comments and rejoinder). Zbl 1040.62034
Xia, Yingcun; Li, W. K.; Tong, Howell; Zhang, Dixin
21
2004
On consistent nonparametric order determination and chaos. Zbl 0782.62081
Cheng, B.; Tong, H.
21
1992
A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071
Tong, H.
18
1981
Chaos: A statistical perspective. Zbl 0977.62002
Chan, Kung-Sik; Tong, Howell
17
2001
Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053
Sun, Yan; Zhang, Wenyang; Tong, Howell
14
2007
Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
14
2001
Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076
Tong, Howell
14
1995
On the estimation of \(Pr\{Y\leq X\}\) for exponential families. Zbl 0379.62025
Tong, H.
14
1977
Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099
Yao, Qiwei; Tong, Howell
13
1994
Testing for a linear MA model against threshold MA models. Zbl 1085.62102
Ling, Shiqing; Tong, Howell
12
2005
Cross-validatory bandwidth selections for regression estimation based on dependent data. Zbl 0942.62046
Yao, Qiwei; Tong, Howell
12
1998
A note on noisy chaos. Zbl 0825.93713
Chan, K. S.; Tong, H.
12
1994
Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079
Ling, Shiqing; Tong, Howell; Li, Dong
11
2007
Semiparametric nonlinear times series model selection. Zbl 1062.62175
Giao, Jiti; Tong, Howell
11
2004
Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032
Gao, Jiti; Tong, Howell; Wolff, Rodney
10
2002
Single-index volatility models and estimation. Zbl 1002.62082
Xia, Yingcun; Tong, Howell; Li, W. K.
10
2002
A test for symmetries of multivariate probability distributions. Zbl 0938.62062
Diks, Cees; Tong, Howell
10
1999
Threshold autoregressive modelling in continuous time. Zbl 0823.62075
Tong, Howell; Yeung, Iris
10
1991
Determination of the order of a Markov chain by Akaike’s information criterion. Zbl 0314.62038
Tong, H.
10
1975
A note on time-reversibility of multivariate linear processes. Zbl 1152.62361
Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell
9
2006
On subset selection in non-parametric stochastic regression. Zbl 0823.62038
Yao, Qiwei; Tong, Howell
9
1994
Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. Zbl 0822.62073
Pham Dinh Tuan; Chan, K. S.; Tong, Howell
9
1991
Feature matching in time series modeling. Zbl 1219.62142
Xia, Yingcun; Tong, Howell
8
2011
A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059
Tong, Howell
8
1995
A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099
Chan, K. S.; Tong, H.
8
1987
A view on non-linear time series model building. Zbl 0447.62087
Tong, Howell
8
1980
On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039
Sugiyama, T.; Tong, H.
8
1976
On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103
Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell
7
2014
Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119
Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell
7
2004
Nonparametric estimation of ratios of noise to signal in stochastic regression. Zbl 0952.62040
Yao, Qiwei; Tong, Howell
7
2000
On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. Zbl 0825.62680
Tong, H.; Yeung, I.
7
1991
On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080
Ozaki, Tohru; Tong, Howell
7
1975
On the analysis of bivariate non-stationary processes. Zbl 0269.62077
Priestley, M. B.; Tong, H.
7
1973
Score based goodness-of-fit tests for time series. Zbl 1270.62080
Ling, Shiqing; Tong, Howell
6
2011
Numerical evaluation of distributions in nonlinear autoregression. Zbl 0691.62084
Moeanaddin, R.; Tong, Howell
6
1990
A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006
Chan, K. S.; Tong, H.
6
1986
Applications of principal component analysis and factor analysis in the identification of multivariable systems. Zbl 0293.93023
Priestley, M. B.; Rao, T. Subba; Tong, Howell
6
1974
Identification of the structure of multivariable stochastic systems. Zbl 0289.62061
Priestley, M. B.; Subba Rao, T.; Tong, H.
6
1973
Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147
Li, Dong; Tong, Howell
5
2016
Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
5
2006
Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077
Cheng, B.; Tong, H.
5
1994
Autoregressive model fitting with noisy data by Akaike’s information criterion. Zbl 0314.62040
Tong, H.
5
1975
On time-dependent linear transformations of non-stationary stochastic processes. Zbl 0276.60042
Tong, H.
5
1974
On moving-average models with feedback. Zbl 1456.62204
Li, Dong; Ling, Shiqing; Tong, Howell
4
2012
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach. Zbl 1176.62114
Chan, Kung-Sik; Tong, Howell; Stenseth, Nils Chr.
4
2009
Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037
Gao, Jiti; Tong, Howell; Wolff, Rodney
4
2002
On prediction and chaos in stochastic systems. Zbl 0859.62086
Yao, Qiwei; Tong, Howell
4
1994
On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333
Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell
3
2019
Threshold models in time series analysis – some reflections. Zbl 1337.62281
Tong, Howell
3
2015
Threshold variable selection using nonparametric methods. Zbl 1145.62326
Xia, Yingcun; Li, Wai-Keung; Tong, Howell
3
2007
Testing for multimodality with dependent data. Zbl 1132.62345
Chan, K. S.; Tong, H.
3
2004
Testing for common structures in a panel of threshold models. Zbl 1109.62075
Chan, K. S.; Tong, H.; Stenseth, N. Chr.
3
2004
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zbl 1218.62124
Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr.
3
2003
On residual sums of squares in non-parametric autoregression. Zbl 0784.62028
Cheng, B.; Tong, H.
3
1993
A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036
Tong, H.; Cheng, B.
3
1992
A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154
Chan, Kung-Sik; Tong, Howell
2
2010
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. Zbl 1098.62118
Matsuda, Yasumasa; Yajima, Yoshihiro; Tong, Howell
2
2006
On time-reversibility of multivariate linear processes. Zbl 1077.60041
Tong, Howell; Zhang, Zhiqiang
2
2005
A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387
Zhang, Zhigiang; Tong, Howell
2
2004
On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
2
2004
Statistical tests for Lyapunov exponents of deterministic systems. Zbl 1082.62517
Wolff, Rodney; Yao, Qiwei; Tong, Howell
2
2004
A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071
Chan, K.-S.; Tong, H.
2
2002
\(k\)-stationarity and wavelets. Zbl 1067.60502
Cheng, Bing; Tong, Howell
2
1998
On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081
Stockis, Jean-Pierre; Tong, Howell
2
1998
A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024
Pemberton, J.; Tong, H.
2
1981
Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029
Tong, H.
2
1973
Asset allocation under threshold autoregressive models. Zbl 1286.91127
Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang
1
2012
On some distributional properties of a first-order nonnegative bilinear time series model. Zbl 0993.60038
Zhang, Zhiqiang; Tong, Howell
1
2001
A personal journey through time series in Biometrika. Zbl 1073.62555
Tong, Howell
1
2001
Chaos and forecasting. Zbl 0858.00014
Grenfell, B. (ed.); May, R. M. (ed.); Tong, H. (ed.)
1
1994
Nonparametric function estimation in noisy chaos. Zbl 0880.62042
Cheng, B.; Tong, H.
1
1993
A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681
Sorour, A.; Tong, H.
1
1993
A practical method for outlier detection in autoregressive time series modelling. Zbl 0697.62087
Hau, M. C.; Tong, H.
1
1989
On the distribution of a simple stationary bilinear process. Zbl 0541.62071
Wang, Shouren; An, Hongzhi; Tong, H.
1
1983
Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075
Pemberton, J.; Tong, H.
1
1983
A note on a local equivalence of two recent approaches to autoregressive order determination. Zbl 0406.93006
Tong, H.
1
1979
The asymptotic joint distribution of the estimated autoregressive coefficients. Zbl 0386.93047
Tong, H.
1
1978
Fitting a smooth moving average to noisy data. Zbl 0333.93043
Tong, H.
1
1976
On time-dependent linear stochastic control systems. Zbl 0386.93041
Rao, T. Subba; Tong, H.
1
1973
A test time-dependence of linear open-loop systems. Zbl 0238.62102
Rao, T. Subba; Tong, H.
1
1972
On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333
Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell
3
2019
Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147
Li, Dong; Tong, Howell
5
2016
Threshold models in time series analysis – some reflections. Zbl 1337.62281
Tong, Howell
3
2015
On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103
Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell
7
2014
On moving-average models with feedback. Zbl 1456.62204
Li, Dong; Ling, Shiqing; Tong, Howell
4
2012
Asset allocation under threshold autoregressive models. Zbl 1286.91127
Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang
1
2012
Threshold models in time series analysis – 30 years on. Zbl 05983884
Tong, Howell
30
2011
Feature matching in time series modeling. Zbl 1219.62142
Xia, Yingcun; Tong, Howell
8
2011
Score based goodness-of-fit tests for time series. Zbl 1270.62080
Ling, Shiqing; Tong, Howell
6
2011
A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154
Chan, Kung-Sik; Tong, Howell
2
2010
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach. Zbl 1176.62114
Chan, Kung-Sik; Tong, Howell; Stenseth, Nils Chr.
4
2009
Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345
Pan, Jiazhu; Wang, Hui; Tong, Howell
26
2008
Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053
Sun, Yan; Zhang, Wenyang; Tong, Howell
14
2007
Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079
Ling, Shiqing; Tong, Howell; Li, Dong
11
2007
Threshold variable selection using nonparametric methods. Zbl 1145.62326
Xia, Yingcun; Li, Wai-Keung; Tong, Howell
3
2007
A note on time-reversibility of multivariate linear processes. Zbl 1152.62361
Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell
9
2006
Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
5
2006
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. Zbl 1098.62118
Matsuda, Yasumasa; Yajima, Yoshihiro; Tong, Howell
2
2006
Testing for a linear MA model against threshold MA models. Zbl 1085.62102
Ling, Shiqing; Tong, Howell
12
2005
On time-reversibility of multivariate linear processes. Zbl 1077.60041
Tong, Howell; Zhang, Zhiqiang
2
2005
Efficient estimation for semivarying-coefficient models. Zbl 1108.62019
Xia, Yingcun; Zhang, Wenyang; Tong, Howell
77
2004
On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
21
2004
A goodness-of-fit test for single-index models. (With comments and rejoinder). Zbl 1040.62034
Xia, Yingcun; Li, W. K.; Tong, Howell; Zhang, Dixin
21
2004
Semiparametric nonlinear times series model selection. Zbl 1062.62175
Giao, Jiti; Tong, Howell
11
2004
Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119
Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell
7
2004
Testing for multimodality with dependent data. Zbl 1132.62345
Chan, K. S.; Tong, H.
3
2004
Testing for common structures in a panel of threshold models. Zbl 1109.62075
Chan, K. S.; Tong, H.; Stenseth, N. Chr.
3
2004
A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387
Zhang, Zhigiang; Tong, Howell
2
2004
On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
2
2004
Statistical tests for Lyapunov exponents of deterministic systems. Zbl 1082.62517
Wolff, Rodney; Yao, Qiwei; Tong, Howell
2
2004
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zbl 1218.62124
Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr.
3
2003
An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028
Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing
289
2002
Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032
Gao, Jiti; Tong, Howell; Wolff, Rodney
10
2002
Single-index volatility models and estimation. Zbl 1002.62082
Xia, Yingcun; Tong, Howell; Li, W. K.
10
2002
Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037
Gao, Jiti; Tong, Howell; Wolff, Rodney
4
2002
A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071
Chan, K.-S.; Tong, H.
2
2002
Chaos: A statistical perspective. Zbl 0977.62002
Chan, Kung-Sik; Tong, Howell
17
2001
Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang
14
2001
On some distributional properties of a first-order nonnegative bilinear time series model. Zbl 0993.60038
Zhang, Zhiqiang; Tong, Howell
1
2001
A personal journey through time series in Biometrika. Zbl 1073.62555
Tong, Howell
1
2001
Nonparametric estimation of ratios of noise to signal in stochastic regression. Zbl 0952.62040
Yao, Qiwei; Tong, Howell
7
2000
On extended partially linear single-index models. Zbl 0942.62109
Xia, Yingcun; Tong, Howell; Li, W. K.
49
1999
A test for symmetries of multivariate probability distributions. Zbl 0938.62062
Diks, Cees; Tong, Howell
10
1999
Cross-validatory bandwidth selections for regression estimation based on dependent data. Zbl 0942.62046
Yao, Qiwei; Tong, Howell
12
1998
\(k\)-stationarity and wavelets. Zbl 1067.60502
Cheng, Bing; Tong, Howell
2
1998
On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081
Stockis, Jean-Pierre; Tong, Howell
2
1998
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026
Fan, Jianqing; Yao, Qiwei; Tong, Howell
84
1996
Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038
Yao, Qiwei; Tong, Howell
28
1996
Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076
Tong, Howell
14
1995
A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059
Tong, Howell
8
1995
Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099
Yao, Qiwei; Tong, Howell
13
1994
A note on noisy chaos. Zbl 0825.93713
Chan, K. S.; Tong, H.
12
1994
On subset selection in non-parametric stochastic regression. Zbl 0823.62038
Yao, Qiwei; Tong, Howell
9
1994
Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077
Cheng, B.; Tong, H.
5
1994
On prediction and chaos in stochastic systems. Zbl 0859.62086
Yao, Qiwei; Tong, Howell
4
1994
Chaos and forecasting. Zbl 0858.00014
Grenfell, B. (ed.); May, R. M. (ed.); Tong, H. (ed.)
1
1994
On residual sums of squares in non-parametric autoregression. Zbl 0784.62028
Cheng, B.; Tong, H.
3
1993
Nonparametric function estimation in noisy chaos. Zbl 0880.62042
Cheng, B.; Tong, H.
1
1993
A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681
Sorour, A.; Tong, H.
1
1993
On consistent nonparametric order determination and chaos. Zbl 0782.62081
Cheng, B.; Tong, H.
21
1992
A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036
Tong, H.; Cheng, B.
3
1992
Threshold autoregressive modelling in continuous time. Zbl 0823.62075
Tong, Howell; Yeung, Iris
10
1991
Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. Zbl 0822.62073
Pham Dinh Tuan; Chan, K. S.; Tong, Howell
9
1991
On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. Zbl 0825.62680
Tong, H.; Yeung, I.
7
1991
Non-linear time series. A dynamical system approach. Zbl 0716.62085
Tong, Howell
523
1990
On likelihood ratio tests for threshold autoregression. Zbl 0706.62078
Chan, K. S.; Tong, H.
22
1990
Numerical evaluation of distributions in nonlinear autoregression. Zbl 0691.62084
Moeanaddin, R.; Tong, Howell
6
1990
A practical method for outlier detection in autoregressive time series modelling. Zbl 0697.62087
Hau, M. C.; Tong, H.
1
1989
A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099
Chan, K. S.; Tong, H.
8
1987
On estimating thresholds in autoregressive models. Zbl 0596.62085
Chan, K. S.; Tong, H.
65
1986
A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006
Chan, K. S.; Tong, H.
6
1986
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
65
1985
A multiple-threshold AR(1) model. Zbl 0579.62074
Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W.
44
1985
Threshold models in non-linear time series analysis. Zbl 0527.62083
Tong, Howell
180
1983
On the distribution of a simple stationary bilinear process. Zbl 0541.62071
Wang, Shouren; An, Hongzhi; Tong, H.
1
1983
Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075
Pemberton, J.; Tong, H.
1
1983
A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071
Tong, H.
18
1981
A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024
Pemberton, J.; Tong, H.
2
1981
Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081
Tong, H.; Lim, K. S.
138
1980
A view on non-linear time series model building. Zbl 0447.62087
Tong, Howell
8
1980
A note on a local equivalence of two recent approaches to autoregressive order determination. Zbl 0406.93006
Tong, H.
1
1979
The asymptotic joint distribution of the estimated autoregressive coefficients. Zbl 0386.93047
Tong, H.
1
1978
On the estimation of \(Pr\{Y\leq X\}\) for exponential families. Zbl 0379.62025
Tong, H.
14
1977
On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039
Sugiyama, T.; Tong, H.
8
1976
Fitting a smooth moving average to noisy data. Zbl 0333.93043
Tong, H.
1
1976
Determination of the order of a Markov chain by Akaike’s information criterion. Zbl 0314.62038
Tong, H.
10
1975
On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080
Ozaki, Tohru; Tong, Howell
7
1975
Autoregressive model fitting with noisy data by Akaike’s information criterion. Zbl 0314.62040
Tong, H.
5
1975
A note on the estimation of Pr\(\{Y < X\}\) in the exponential case. Zbl 0292.62021
Tong, H.
33
1974
Applications of principal component analysis and factor analysis in the identification of multivariable systems. Zbl 0293.93023
Priestley, M. B.; Rao, T. Subba; Tong, Howell
6
1974
On time-dependent linear transformations of non-stationary stochastic processes. Zbl 0276.60042
Tong, H.
5
1974
On the analysis of bivariate non-stationary processes. Zbl 0269.62077
Priestley, M. B.; Tong, H.
7
1973
Identification of the structure of multivariable stochastic systems. Zbl 0289.62061
Priestley, M. B.; Subba Rao, T.; Tong, H.
6
1973
Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029
Tong, H.
2
1973
On time-dependent linear stochastic control systems. Zbl 0386.93041
Rao, T. Subba; Tong, H.
1
1973
A test time-dependence of linear open-loop systems. Zbl 0238.62102
Rao, T. Subba; Tong, H.
1
1972
all top 5

Cited by 2,190 Authors

38 Zhu, Lixing
33 Siu, Tak Kuen
32 Tong, Howell
21 Wu, Wei Biao
18 Zhang, Riquan
16 Chen, Cathy W. S.
16 Ling, Shiqing
15 Liang, Hua
15 Yang, Hu
15 Yin, Xiangrong
14 Gao, Jiti
14 Lian, Heng
14 Zhu, Liping
13 Elliott, Robert James
13 Xue, Liugen
12 Anděl, Jiří
12 Lee, Sangyeol
12 Lu, Zudi
12 Tjøstheim, Dag B.
12 Wang, Dehui
12 Xia, Yingcun
12 Yao, Qiwei
12 Zakoïan, Jean-Michel
11 Chan, Kung-Sik
11 Lin, Lu
11 Yu, Zhou
11 Zhao, Weihua
10 Chen, Rong
10 Francq, Christian
10 Härdle, Wolfgang Karl
10 Huang, Zhensheng
10 Li, Bing
10 Wang, Qin
9 Hwang, Sun Young
9 Li, Jialiang
9 Liu, Jicai
9 Wang, Qihua
9 Zhang, Wenyang
8 Basawa, Ishwar V.
8 Cline, Daren B. H.
8 Fan, Jianqing
8 Gourieroux, Christian
8 Kapetanios, George
8 Lai, Dejian
8 Lee, Oesook
8 Li, Dong
8 Li, Gaorong
8 Li, Qi
8 Linton, Oliver Bruce
8 Shin, Dongwan
7 Gerlach, Richard H.
7 Guo, Xu
7 Li, Degui
7 Niglio, Marcella
7 Pan, Jiazhu
7 Politis, Dimitris Nicolas
7 Teräsvirta, Timo
7 Vitale, Cosimo Damiano
7 Wang, Kangning
7 Xia, Qiang
6 Aknouche, Abdelhakim
6 An, Hongzhi
6 De Gooijer, Jan G.
6 Dong, Yuexiao
6 Feng, Sanying
6 Guégan, Dominique
6 Guo, Chaohui
6 Hu, Xuemei
6 Jiang, Rong
6 Lai, Peng
6 Li, Runze
6 Liang, Hanying
6 Lv, Jing
6 McAleer, Michael
6 Medeiros, Marcelo C.
6 Park, Jin-Hong
6 Psaradakis, Zacharias
6 Wen, Xuerong Meggie
6 Xu, Peirong
6 Yang, Jing
5 Battaglia, Francesco Paolo
5 Cai, Zongwu
5 Chen, Guanrong
5 Cook, Ralph Dennis
5 Dette, Holger
5 Dong, Chaohua
5 Feng, Zhenghui
5 Koul, Hira Lal
5 Laksaci, Ali
5 Li, Han
5 Li, Lexin
5 Li, Wai Keung
5 Lin, Jinguan
5 Liu, Jinshan
5 Lue, Heng-Hui
5 Lv, Yazhao
5 Ngatchou Wandji, Joseph
5 Peng, Heng
5 Peng, Liang
5 Qian, Weimin
...and 2,090 more Authors
all top 5

Cited in 204 Serials

106 Journal of Econometrics
100 Computational Statistics and Data Analysis
89 Journal of Multivariate Analysis
82 Journal of Statistical Planning and Inference
74 Journal of Time Series Analysis
69 Communications in Statistics. Theory and Methods
61 The Annals of Statistics
60 Statistics & Probability Letters
40 Journal of Statistical Computation and Simulation
39 Annals of the Institute of Statistical Mathematics
38 Journal of Nonparametric Statistics
32 Physica D
29 Econometric Theory
28 Statistics
27 Electronic Journal of Statistics
25 Communications in Statistics. Simulation and Computation
23 Economics Letters
23 Computational Statistics
22 Stochastic Processes and their Applications
20 Journal of Applied Statistics
16 Journal of Economic Dynamics & Control
16 Statistical Papers
15 Journal of the Korean Statistical Society
15 Statistics and Computing
14 Chaos, Solitons and Fractals
13 The Canadian Journal of Statistics
13 Journal of the American Statistical Association
13 Econometric Reviews
13 Test
12 Insurance Mathematics & Economics
12 Bernoulli
11 Kybernetika
11 Statistical Methodology
10 Scandinavian Journal of Statistics
10 Journal of Computational and Applied Mathematics
10 Science China. Mathematics
8 International Journal of Control
8 Metrika
8 Mathematics and Computers in Simulation
8 Acta Mathematicae Applicatae Sinica. English Series
8 The Econometrics Journal
8 Journal of the Royal Statistical Society. Series B. Statistical Methodology
8 Journal of Systems Science and Complexity
7 Biometrics
7 Science in China. Series A
7 Annals of Operations Research
7 Journal of Statistical Theory and Practice
6 Automatica
6 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
5 International Journal of Systems Science
5 Mathematical Biosciences
5 Statistical Science
5 Mathematical and Computer Modelling
5 Machine Learning
5 Neural Computation
5 The Annals of Applied Probability
5 Automation and Remote Control
5 Computational Economics
5 Mathematical Problems in Engineering
5 Brazilian Journal of Probability and Statistics
5 Statistical Modelling
5 North American Actuarial Journal
5 Statistical Methods and Applications
5 AStA. Advances in Statistical Analysis
4 Psychometrika
4 Fuzzy Sets and Systems
4 Information Sciences
4 Computers & Operations Research
4 European Journal of Operational Research
4 Chaos
4 Methodology and Computing in Applied Probability
4 Journal of Machine Learning Research (JMLR)
4 Asia-Pacific Financial Markets
4 Journal of Forecasting
4 The Annals of Applied Statistics
4 Statistics Surveys
4 Annals of Finance
4 Journal of Time Series Econometrics
3 Advances in Applied Probability
3 Physics Letters. A
3 The Annals of Probability
3 Applied Mathematics and Computation
3 Journal of Applied Probability
3 Stochastic Analysis and Applications
3 Sequential Analysis
3 Applied Mathematical Modelling
3 Pattern Recognition
3 Mathematical Methods of Statistics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 International Journal of Theoretical and Applied Finance
3 Statistical Inference for Stochastic Processes
3 CEJOR. Central European Journal of Operations Research
3 Scandinavian Actuarial Journal
3 Quantitative Finance
3 Journal of Industrial and Management Optimization
3 Journal of Agricultural, Biological, and Environmental Statistics
3 Bayesian Analysis
3 SIAM/ASA Journal on Uncertainty Quantification
2 Computers & Mathematics with Applications
2 Journal of the Franklin Institute
...and 104 more Serials

Citations by Year

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