Edit Profile Tong, Howell Compute Distance To: Compute Author ID: 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 Co-Authors 32 single-authored 18 Chan, Kung-Sik 11 Xia, Yingcun 11 Yao, Qiwei 9 Cheng, Bing 7 Li, Wai Keung 7 Ling, Shiqing 6 Rao, Tata Subba 6 Siu, Tak Kuen 5 Yang, Hailiang 4 Li, Dong 4 Stenseth, Nils Chr. 3 Gao, Jiti 3 Pemberton, John 3 Priestley, Maurice Bertram 3 Wolff, Rodney Carl 3 Yeung, Iris 3 Zhang, Wenyang 3 Zhang, Zhiqiang 2 Chan, Wai-Sum 2 Lim, Kher Sham 2 Moeanaddin, R. 1 An, Hongzhi 1 Brockwell, Peter J. 1 Ching, Wa-Ki 1 Diks, Cees G. H. 1 Dong, Chaohua 1 Fan, Jianqing 1 Gao, Zhaoxing 1 Giao, Jiti 1 Grenfell, Bryan T. 1 Hau, M. C. 1 Ho, Lop-Hing 1 Hsu, Hsiang-Ling 1 Ing, Ching-Kang 1 Kong, Efang 1 Lu, Zudi 1 Matsuda, Yasumasa 1 May, Robert McCredie 1 McAleer, Michael 1 Ng, Kai Wang 1 Ozaki, Tohru 1 Pan, Jiazhu 1 Petruccelli, Joseph D. 1 Pham Dinh Tuan 1 Smith, Richard L. 1 Song, Na 1 Sorour, Adel H. 1 Stockis, Jean-Pierre 1 Sugiyama, Takatoshi 1 Sun, Yan 1 Tsay, Ruey S. 1 Wang, Hui 1 Wang, Shouren 1 Wong, Albert C. S. 1 Wong, Shiu Fung 1 Woolford, Samuel W. 1 Yajima, Yoshihiro 1 Zeng, Xianli 1 Zhang, Dixin 1 Zhu, Lixing 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 all top 5 Fields 115 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 13 Numerical analysis (65-XX) 13 Systems theory; control (93-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Dynamical systems and ergodic theory (37-XX) 5 General and overarching topics; collections (00-XX) 4 Biology and other natural sciences (92-XX) 2 History and biography (01-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications 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 0716.62085Tong, Howell 523 1990 An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing 289 2002 Threshold models in non-linear time series analysis. Zbl 0527.62083Tong, Howell 180 1983 Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081Tong, H.; Lim, K. S. 138 1980 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026Fan, Jianqing; Yao, Qiwei; Tong, Howell 84 1996 Efficient estimation for semivarying-coefficient models. Zbl 1108.62019Xia, Yingcun; Zhang, Wenyang; Tong, Howell 77 2004 On estimating thresholds in autoregressive models. Zbl 0596.62085Chan, K. S.; Tong, H. 65 1986 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056Chan, K. S.; Tong, H. 65 1985 On extended partially linear single-index models. Zbl 0942.62109Xia, Yingcun; Tong, Howell; Li, W. K. 49 1999 A multiple-threshold AR(1) model. Zbl 0579.62074Chan, 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 0292.62021Tong, H. 33 1974 Threshold models in time series analysis – 30 years on. Zbl 05983884Tong, Howell 30 2011 Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038Yao, Qiwei; Tong, Howell 28 1996 Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345Pan, Jiazhu; Wang, Hui; Tong, Howell 26 2008 On likelihood ratio tests for threshold autoregression. Zbl 0706.62078Chan, K. S.; Tong, H. 22 1990 On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 21 2004 A goodness-of-fit test for single-index models. (With comments and rejoinder). Zbl 1040.62034Xia, Yingcun; Li, W. K.; Tong, Howell; Zhang, Dixin 21 2004 On consistent nonparametric order determination and chaos. Zbl 0782.62081Cheng, B.; Tong, H. 21 1992 A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071Tong, H. 18 1981 Chaos: A statistical perspective. Zbl 0977.62002Chan, Kung-Sik; Tong, Howell 17 2001 Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053Sun, Yan; Zhang, Wenyang; Tong, Howell 14 2007 Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 14 2001 Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076Tong, Howell 14 1995 On the estimation of \(Pr\{Y\leq X\}\) for exponential families. Zbl 0379.62025Tong, H. 14 1977 Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099Yao, Qiwei; Tong, Howell 13 1994 Testing for a linear MA model against threshold MA models. Zbl 1085.62102Ling, Shiqing; Tong, Howell 12 2005 Cross-validatory bandwidth selections for regression estimation based on dependent data. Zbl 0942.62046Yao, Qiwei; Tong, Howell 12 1998 A note on noisy chaos. Zbl 0825.93713Chan, K. S.; Tong, H. 12 1994 Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079Ling, Shiqing; Tong, Howell; Li, Dong 11 2007 Semiparametric nonlinear times series model selection. Zbl 1062.62175Giao, Jiti; Tong, Howell 11 2004 Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032Gao, Jiti; Tong, Howell; Wolff, Rodney 10 2002 Single-index volatility models and estimation. Zbl 1002.62082Xia, Yingcun; Tong, Howell; Li, W. K. 10 2002 A test for symmetries of multivariate probability distributions. Zbl 0938.62062Diks, Cees; Tong, Howell 10 1999 Threshold autoregressive modelling in continuous time. Zbl 0823.62075Tong, Howell; Yeung, Iris 10 1991 Determination of the order of a Markov chain by Akaike’s information criterion. Zbl 0314.62038Tong, H. 10 1975 A note on time-reversibility of multivariate linear processes. Zbl 1152.62361Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell 9 2006 On subset selection in non-parametric stochastic regression. Zbl 0823.62038Yao, Qiwei; Tong, Howell 9 1994 Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. Zbl 0822.62073Pham Dinh Tuan; Chan, K. S.; Tong, Howell 9 1991 Feature matching in time series modeling. Zbl 1219.62142Xia, Yingcun; Tong, Howell 8 2011 A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059Tong, Howell 8 1995 A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099Chan, K. S.; Tong, H. 8 1987 A view on non-linear time series model building. Zbl 0447.62087Tong, Howell 8 1980 On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039Sugiyama, T.; Tong, H. 8 1976 On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell 7 2014 Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell 7 2004 Nonparametric estimation of ratios of noise to signal in stochastic regression. Zbl 0952.62040Yao, Qiwei; Tong, Howell 7 2000 On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. Zbl 0825.62680Tong, H.; Yeung, I. 7 1991 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080Ozaki, Tohru; Tong, Howell 7 1975 On the analysis of bivariate non-stationary processes. Zbl 0269.62077Priestley, M. B.; Tong, H. 7 1973 Score based goodness-of-fit tests for time series. Zbl 1270.62080Ling, Shiqing; Tong, Howell 6 2011 Numerical evaluation of distributions in nonlinear autoregression. Zbl 0691.62084Moeanaddin, R.; Tong, Howell 6 1990 A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006Chan, K. S.; Tong, H. 6 1986 Applications of principal component analysis and factor analysis in the identification of multivariable systems. Zbl 0293.93023Priestley, M. B.; Rao, T. Subba; Tong, Howell 6 1974 Identification of the structure of multivariable stochastic systems. Zbl 0289.62061Priestley, M. B.; Subba Rao, T.; Tong, H. 6 1973 Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147Li, Dong; Tong, Howell 5 2016 Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 5 2006 Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077Cheng, B.; Tong, H. 5 1994 Autoregressive model fitting with noisy data by Akaike’s information criterion. Zbl 0314.62040Tong, H. 5 1975 On time-dependent linear transformations of non-stationary stochastic processes. Zbl 0276.60042Tong, H. 5 1974 On moving-average models with feedback. Zbl 1456.62204Li, 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 1176.62114Chan, Kung-Sik; Tong, Howell; Stenseth, Nils Chr. 4 2009 Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037Gao, Jiti; Tong, Howell; Wolff, Rodney 4 2002 On prediction and chaos in stochastic systems. Zbl 0859.62086Yao, Qiwei; Tong, Howell 4 1994 On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell 3 2019 Threshold models in time series analysis – some reflections. Zbl 1337.62281Tong, Howell 3 2015 Threshold variable selection using nonparametric methods. Zbl 1145.62326Xia, Yingcun; Li, Wai-Keung; Tong, Howell 3 2007 Testing for multimodality with dependent data. Zbl 1132.62345Chan, K. S.; Tong, H. 3 2004 Testing for common structures in a panel of threshold models. Zbl 1109.62075Chan, K. S.; Tong, H.; Stenseth, N. Chr. 3 2004 Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zbl 1218.62124Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr. 3 2003 On residual sums of squares in non-parametric autoregression. Zbl 0784.62028Cheng, B.; Tong, H. 3 1993 A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036Tong, H.; Cheng, B. 3 1992 A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154Chan, Kung-Sik; Tong, Howell 2 2010 Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. Zbl 1098.62118Matsuda, Yasumasa; Yajima, Yoshihiro; Tong, Howell 2 2006 On time-reversibility of multivariate linear processes. Zbl 1077.60041Tong, Howell; Zhang, Zhiqiang 2 2005 A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387Zhang, Zhigiang; Tong, Howell 2 2004 On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 2 2004 Statistical tests for Lyapunov exponents of deterministic systems. Zbl 1082.62517Wolff, Rodney; Yao, Qiwei; Tong, Howell 2 2004 A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071Chan, K.-S.; Tong, H. 2 2002 \(k\)-stationarity and wavelets. Zbl 1067.60502Cheng, Bing; Tong, Howell 2 1998 On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081Stockis, Jean-Pierre; Tong, Howell 2 1998 A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024Pemberton, J.; Tong, H. 2 1981 Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029Tong, H. 2 1973 Asset allocation under threshold autoregressive models. Zbl 1286.91127Song, 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 0993.60038Zhang, Zhiqiang; Tong, Howell 1 2001 A personal journey through time series in Biometrika. Zbl 1073.62555Tong, Howell 1 2001 Chaos and forecasting. Zbl 0858.00014Grenfell, B. (ed.); May, R. M. (ed.); Tong, H. (ed.) 1 1994 Nonparametric function estimation in noisy chaos. Zbl 0880.62042Cheng, B.; Tong, H. 1 1993 A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681Sorour, A.; Tong, H. 1 1993 A practical method for outlier detection in autoregressive time series modelling. Zbl 0697.62087Hau, M. C.; Tong, H. 1 1989 On the distribution of a simple stationary bilinear process. Zbl 0541.62071Wang, Shouren; An, Hongzhi; Tong, H. 1 1983 Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075Pemberton, J.; Tong, H. 1 1983 A note on a local equivalence of two recent approaches to autoregressive order determination. Zbl 0406.93006Tong, H. 1 1979 The asymptotic joint distribution of the estimated autoregressive coefficients. Zbl 0386.93047Tong, H. 1 1978 Fitting a smooth moving average to noisy data. Zbl 0333.93043Tong, H. 1 1976 On time-dependent linear stochastic control systems. Zbl 0386.93041Rao, T. Subba; Tong, H. 1 1973 A test time-dependence of linear open-loop systems. Zbl 0238.62102Rao, T. Subba; Tong, H. 1 1972 On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell 3 2019 Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147Li, Dong; Tong, Howell 5 2016 Threshold models in time series analysis – some reflections. Zbl 1337.62281Tong, Howell 3 2015 On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell 7 2014 On moving-average models with feedback. Zbl 1456.62204Li, Dong; Ling, Shiqing; Tong, Howell 4 2012 Asset allocation under threshold autoregressive models. Zbl 1286.91127Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang 1 2012 Threshold models in time series analysis – 30 years on. Zbl 05983884Tong, Howell 30 2011 Feature matching in time series modeling. Zbl 1219.62142Xia, Yingcun; Tong, Howell 8 2011 Score based goodness-of-fit tests for time series. Zbl 1270.62080Ling, Shiqing; Tong, Howell 6 2011 A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154Chan, 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 1176.62114Chan, Kung-Sik; Tong, Howell; Stenseth, Nils Chr. 4 2009 Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345Pan, Jiazhu; Wang, Hui; Tong, Howell 26 2008 Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053Sun, Yan; Zhang, Wenyang; Tong, Howell 14 2007 Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079Ling, Shiqing; Tong, Howell; Li, Dong 11 2007 Threshold variable selection using nonparametric methods. Zbl 1145.62326Xia, Yingcun; Li, Wai-Keung; Tong, Howell 3 2007 A note on time-reversibility of multivariate linear processes. Zbl 1152.62361Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell 9 2006 Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 5 2006 Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. Zbl 1098.62118Matsuda, Yasumasa; Yajima, Yoshihiro; Tong, Howell 2 2006 Testing for a linear MA model against threshold MA models. Zbl 1085.62102Ling, Shiqing; Tong, Howell 12 2005 On time-reversibility of multivariate linear processes. Zbl 1077.60041Tong, Howell; Zhang, Zhiqiang 2 2005 Efficient estimation for semivarying-coefficient models. Zbl 1108.62019Xia, Yingcun; Zhang, Wenyang; Tong, Howell 77 2004 On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 21 2004 A goodness-of-fit test for single-index models. (With comments and rejoinder). Zbl 1040.62034Xia, Yingcun; Li, W. K.; Tong, Howell; Zhang, Dixin 21 2004 Semiparametric nonlinear times series model selection. Zbl 1062.62175Giao, Jiti; Tong, Howell 11 2004 Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell 7 2004 Testing for multimodality with dependent data. Zbl 1132.62345Chan, K. S.; Tong, H. 3 2004 Testing for common structures in a panel of threshold models. Zbl 1109.62075Chan, K. S.; Tong, H.; Stenseth, N. Chr. 3 2004 A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387Zhang, Zhigiang; Tong, Howell 2 2004 On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 2 2004 Statistical tests for Lyapunov exponents of deterministic systems. Zbl 1082.62517Wolff, Rodney; Yao, Qiwei; Tong, Howell 2 2004 Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zbl 1218.62124Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr. 3 2003 An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing 289 2002 Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032Gao, Jiti; Tong, Howell; Wolff, Rodney 10 2002 Single-index volatility models and estimation. Zbl 1002.62082Xia, Yingcun; Tong, Howell; Li, W. K. 10 2002 Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037Gao, Jiti; Tong, Howell; Wolff, Rodney 4 2002 A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071Chan, K.-S.; Tong, H. 2 2002 Chaos: A statistical perspective. Zbl 0977.62002Chan, Kung-Sik; Tong, Howell 17 2001 Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 14 2001 On some distributional properties of a first-order nonnegative bilinear time series model. Zbl 0993.60038Zhang, Zhiqiang; Tong, Howell 1 2001 A personal journey through time series in Biometrika. Zbl 1073.62555Tong, Howell 1 2001 Nonparametric estimation of ratios of noise to signal in stochastic regression. Zbl 0952.62040Yao, Qiwei; Tong, Howell 7 2000 On extended partially linear single-index models. Zbl 0942.62109Xia, Yingcun; Tong, Howell; Li, W. K. 49 1999 A test for symmetries of multivariate probability distributions. Zbl 0938.62062Diks, Cees; Tong, Howell 10 1999 Cross-validatory bandwidth selections for regression estimation based on dependent data. Zbl 0942.62046Yao, Qiwei; Tong, Howell 12 1998 \(k\)-stationarity and wavelets. Zbl 1067.60502Cheng, Bing; Tong, Howell 2 1998 On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081Stockis, Jean-Pierre; Tong, Howell 2 1998 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026Fan, Jianqing; Yao, Qiwei; Tong, Howell 84 1996 Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038Yao, Qiwei; Tong, Howell 28 1996 Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076Tong, Howell 14 1995 A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059Tong, Howell 8 1995 Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099Yao, Qiwei; Tong, Howell 13 1994 A note on noisy chaos. Zbl 0825.93713Chan, K. S.; Tong, H. 12 1994 On subset selection in non-parametric stochastic regression. Zbl 0823.62038Yao, Qiwei; Tong, Howell 9 1994 Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077Cheng, B.; Tong, H. 5 1994 On prediction and chaos in stochastic systems. Zbl 0859.62086Yao, Qiwei; Tong, Howell 4 1994 Chaos and forecasting. Zbl 0858.00014Grenfell, B. (ed.); May, R. M. (ed.); Tong, H. (ed.) 1 1994 On residual sums of squares in non-parametric autoregression. Zbl 0784.62028Cheng, B.; Tong, H. 3 1993 Nonparametric function estimation in noisy chaos. Zbl 0880.62042Cheng, B.; Tong, H. 1 1993 A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681Sorour, A.; Tong, H. 1 1993 On consistent nonparametric order determination and chaos. Zbl 0782.62081Cheng, B.; Tong, H. 21 1992 A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036Tong, H.; Cheng, B. 3 1992 Threshold autoregressive modelling in continuous time. Zbl 0823.62075Tong, Howell; Yeung, Iris 10 1991 Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. Zbl 0822.62073Pham 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 0825.62680Tong, H.; Yeung, I. 7 1991 Non-linear time series. A dynamical system approach. Zbl 0716.62085Tong, Howell 523 1990 On likelihood ratio tests for threshold autoregression. Zbl 0706.62078Chan, K. S.; Tong, H. 22 1990 Numerical evaluation of distributions in nonlinear autoregression. Zbl 0691.62084Moeanaddin, R.; Tong, Howell 6 1990 A practical method for outlier detection in autoregressive time series modelling. Zbl 0697.62087Hau, M. C.; Tong, H. 1 1989 A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099Chan, K. S.; Tong, H. 8 1987 On estimating thresholds in autoregressive models. Zbl 0596.62085Chan, K. S.; Tong, H. 65 1986 A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006Chan, K. S.; Tong, H. 6 1986 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056Chan, K. S.; Tong, H. 65 1985 A multiple-threshold AR(1) model. Zbl 0579.62074Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W. 44 1985 Threshold models in non-linear time series analysis. Zbl 0527.62083Tong, Howell 180 1983 On the distribution of a simple stationary bilinear process. Zbl 0541.62071Wang, Shouren; An, Hongzhi; Tong, H. 1 1983 Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075Pemberton, J.; Tong, H. 1 1983 A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071Tong, H. 18 1981 A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024Pemberton, J.; Tong, H. 2 1981 Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081Tong, H.; Lim, K. S. 138 1980 A view on non-linear time series model building. Zbl 0447.62087Tong, Howell 8 1980 A note on a local equivalence of two recent approaches to autoregressive order determination. Zbl 0406.93006Tong, H. 1 1979 The asymptotic joint distribution of the estimated autoregressive coefficients. Zbl 0386.93047Tong, H. 1 1978 On the estimation of \(Pr\{Y\leq X\}\) for exponential families. Zbl 0379.62025Tong, H. 14 1977 On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039Sugiyama, T.; Tong, H. 8 1976 Fitting a smooth moving average to noisy data. Zbl 0333.93043Tong, H. 1 1976 Determination of the order of a Markov chain by Akaike’s information criterion. Zbl 0314.62038Tong, H. 10 1975 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080Ozaki, Tohru; Tong, Howell 7 1975 Autoregressive model fitting with noisy data by Akaike’s information criterion. Zbl 0314.62040Tong, H. 5 1975 A note on the estimation of Pr\(\{Y < X\}\) in the exponential case. Zbl 0292.62021Tong, H. 33 1974 Applications of principal component analysis and factor analysis in the identification of multivariable systems. Zbl 0293.93023Priestley, M. B.; Rao, T. Subba; Tong, Howell 6 1974 On time-dependent linear transformations of non-stationary stochastic processes. Zbl 0276.60042Tong, H. 5 1974 On the analysis of bivariate non-stationary processes. Zbl 0269.62077Priestley, M. B.; Tong, H. 7 1973 Identification of the structure of multivariable stochastic systems. Zbl 0289.62061Priestley, M. B.; Subba Rao, T.; Tong, H. 6 1973 Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029Tong, H. 2 1973 On time-dependent linear stochastic control systems. Zbl 0386.93041Rao, T. Subba; Tong, H. 1 1973 A test time-dependence of linear open-loop systems. Zbl 0238.62102Rao, T. Subba; Tong, H. 1 1972 all cited Publications top 5 cited Publications 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 all top 5 Cited in 33 Fields 1,385 Statistics (62-XX) 257 Numerical analysis (65-XX) 229 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 201 Probability theory and stochastic processes (60-XX) 81 Dynamical systems and ergodic theory (37-XX) 58 Systems theory; control (93-XX) 38 Biology and other natural sciences (92-XX) 35 Computer science (68-XX) 21 Operations research, mathematical programming (90-XX) 18 Geophysics (86-XX) 14 Information and communication theory, circuits (94-XX) 9 Harmonic analysis on Euclidean spaces (42-XX) 6 Approximations and expansions (41-XX) 5 Ordinary differential equations (34-XX) 5 Integral transforms, operational calculus (44-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Difference and functional equations (39-XX) 4 Functional analysis (46-XX) 4 Astronomy and astrophysics (85-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Mechanics of deformable solids (74-XX) 3 Fluid mechanics (76-XX) 2 Partial differential equations (35-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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