Edit Profile (opens in new tab) Tong, Howell Compute Distance To: Compute Author ID: tong.howell Published as: Tong, Howell; Tong, H. External Links: MGP · Wikidata · dblp · GND · IdRef Documents Indexed: 128 Publications since 1972, including 5 Books 6 Contributions as Editor · 4 Further Contributions Biographic References: 2 Publications Co-Authors: 56 Co-Authors with 100 Joint Publications 2,013 Co-Co-Authors all top 5 Co-Authors 32 single-authored 18 Chan, Kung-Sik 13 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. 4 Zhang, Wenyang 3 Draper, David 3 Gao, Jiti 3 Pemberton, John 3 Priestley, Maurice Bertram 3 Wolff, Rodney Carl 3 Yeung, Iris 3 Zhang, Zhiqiang 2 Chan, Wai-Sum 2 Chen, YiNing 2 Chopin, Nicolas 2 Critchley, Frank 2 Doucet, Arnaud 2 Gandy, Axel 2 Girolami, Mark A. 2 Jasra, Ajay 2 Kypraios, Theodore 2 Lee, Anthony J. T. 2 Leng, Chenlei 2 Mateu, Jorge 2 Moeanaddin, R. 2 Nott, David John 2 Porcu, Emilio 2 Preston, Simon P. 2 Robert, Christian P. Robert 2 Samworth, Richard J. 2 Singh, Sumeetpal S. 2 White, Simon R. 1 Ahmed, Ismaïl 1 An, Hongzhi 1 Anagnostopoulos, Christoforos 1 Andrieu, Christophe 1 Arafat, Ahmed 1 Arbel, Julyan 1 Bao, Le 1 Barnes, Chris P. 1 Barthelmé, Simon 1 Beaumont, Mark A. 1 Beskos, Alexandros 1 Blum, Michael G. B. 1 Böhning, Dankmar 1 Brockwell, Peter J. 1 Brown, Phil 1 Bühlmann, Peter 1 Casella, George 1 Castro, Daniela 1 Chacón, José E. 1 Cheng, Ming-Yen 1 Ching, Wa-Ki 1 Coad, D. Stephen 1 Cornebise, Julien 1 Cule, Madeleine 1 Dannemann, Jörn 1 Dawson, Kevin J. 1 Delaigle, Aurore 1 Dong, Chaohua 1 Drovandi, Christopher C. 1 Efron, Bradley 1 Everitt, Richard Geoffrey 1 Fan, Jianqing 1 Fan, Yanan 1 Fang, Zhou 1 Fasiolo, Matteo 1 Fearnhead, Paul 1 Filippi, Sarah 1 Finke, Axel 1 François, Olivier 1 Gao, Zhaoxing 1 Gelman, Andrew 1 Gerber, Mathieu 1 Giao, Jiti 1 Gopal, Vikneswaran 1 Grenfell, Bryan T. 1 Griffin, Jim E. 1 Hall, Peter Gavin 1 Hamelryck, Thomas 1 Hartig, Florian 1 Hau, M. C. 1 Hazelton, Martin L. 1 He, Zhijian 1 Hennig, Christian 1 Hetland, Andreas L. 1 Ho, Lop-Hing 1 Holmes, Christopher C. 1 Hothorn, Torsten 1 Hsu, Hsiang-Ling 1 Ing, Ching-Kang 1 Jang, Woncheol 1 Jankowski, Hanna K. ...and 104 more Co-Authors all top 5 Serials 16 Statistica Sinica 10 Biometrika 7 Journal of Time Series Analysis 7 Journal of the Royal Statistical Society. Series B 7 Journal of the Royal Statistical Society. Series B. Statistical Methodology 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 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 119 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 14 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) 3 Operations research, mathematical programming (90-XX) 2 History and biography (01-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 102 Publications have been cited 2,273 times in 1,598 Documents Cited by ▼ Year ▼ An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing 326 2002 Non-linear time series. A dynamical system approach. Zbl 0716.62085Tong, Howell 319 1990 Threshold models in non-linear time series analysis. Zbl 0527.62083Tong, Howell 163 1983 Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081Tong, H.; Lim, K. S. 148 1980 Stability selection. With discussion and authors’ reply. Zbl 1411.62142Meinshausen, Nicolai; Bühlmann, Peter 107 2010 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026Fan, Jianqing; Yao, Qiwei; Tong, Howell 92 1996 Efficient estimation for semivarying-coefficient models. Zbl 1108.62019Xia, Yingcun; Zhang, Wenyang; Tong, Howell 79 2004 On estimating thresholds in autoregressive models. Zbl 0596.62085Chan, K. S.; Tong, H. 69 1986 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056Chan, K. S.; Tong, H. 67 1985 On extended partially linear single-index models. Zbl 0942.62109Xia, Yingcun; Tong, Howell; Li, W. K. 53 1999 A multiple-threshold AR(1) model. Zbl 0579.62074Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W. 45 1985 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057Fearnhead, Paul; Prangle, Dennis 45 2012 A note on the estimation of Pr\(\{Y < X\}\) in the exponential case. Zbl 0292.62021Tong, H. 39 1974 Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038Yao, Qiwei; Tong, Howell 37 1996 Threshold models in time series analysis – 30 years on. Zbl 05983884Tong, Howell 36 2011 Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345Pan, Jiazhu; Wang, Hui; Tong, Howell 31 2008 Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors’ reply. Zbl 1411.62055Cule, Madeleine; Samworth, Richard; Stewart, Michael 26 2010 On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 25 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 22 2004 On likelihood ratio tests for threshold autoregression. Zbl 0706.62078Chan, K. S.; Tong, H. 22 1990 On consistent nonparametric order determination and chaos. Zbl 0782.62081Cheng, B.; Tong, H. 21 1992 Chaos: A statistical perspective. Zbl 0977.62002Chan, Kung-Sik; Tong, Howell 21 2001 A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071Tong, H. 20 1981 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109Gerber, Mathieu; Chopin, Nicolas 20 2015 On the estimation of \(Pr\{Y\leq X\}\) for exponential families. Zbl 0379.62025Tong, H. 17 1977 Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053Sun, Yan; Zhang, Wenyang; Tong, Howell 16 2007 Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 14 2001 A note on noisy chaos. Zbl 0825.93713Chan, K. S.; Tong, H. 13 1994 Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099Yao, Qiwei; Tong, Howell 13 1994 Single-index volatility models and estimation. Zbl 1002.62082Xia, Yingcun; Tong, Howell; Li, W. K. 12 2002 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 Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076Tong, Howell 12 1995 Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079Ling, Shiqing; Tong, Howell; Li, Dong 12 2007 Determination of the order of a Markov chain by Akaike’s information criterion. Zbl 0314.62038Tong, H. 12 1975 A test for symmetries of multivariate probability distributions. Zbl 0938.62062Diks, Cees; Tong, Howell 11 1999 Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032Gao, Jiti; Tong, Howell; Wolff, Rodney 11 2002 Semiparametric nonlinear times series model selection. Zbl 1062.62175Giao, Jiti; Tong, Howell 11 2004 Threshold autoregressive modelling in continuous time. Zbl 0823.62075Tong, Howell; Yeung, Iris 10 1991 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 On the analysis of bivariate non-stationary processes. Zbl 0269.62077Priestley, M. B.; Tong, H. 9 1973 A note on time-reversibility of multivariate linear processes. Zbl 1152.62361Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell 9 2006 On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039Sugiyama, T.; Tong, H. 8 1976 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 conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell 8 2014 On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. Zbl 0825.62680Tong, H.; Yeung, I. 8 1991 A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059Tong, Howell 8 1995 Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell 8 2004 Feature matching in time series modeling. Zbl 1219.62142Xia, Yingcun; Tong, Howell 8 2011 Nonparametric estimation of ratios of noise to signal in stochastic regression. Zbl 0952.62040Yao, Qiwei; Tong, Howell 7 2000 On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell 7 2019 Numerical evaluation of distributions in nonlinear autoregression. Zbl 0691.62084Moeanaddin, R.; Tong, Howell 6 1990 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080Ozaki, Tohru; Tong, Howell 6 1975 A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006Chan, K. S.; Tong, H. 6 1986 On moving-average models with feedback. Zbl 1456.62204Li, Dong; Ling, Shiqing; Tong, Howell 6 2012 A view on non-linear time series model building. Zbl 0447.62087Tong, Howell 6 1980 Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147Li, Dong; Tong, Howell 6 2016 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 Score based goodness-of-fit tests for time series. Zbl 1270.62080Ling, Shiqing; Tong, Howell 6 2011 Threshold models in time series analysis – some reflections. Zbl 1337.62281Tong, Howell 5 2015 Threshold variable selection using nonparametric methods. Zbl 1145.62326Xia, Yingcun; Li, Wai-Keung; Tong, Howell 5 2007 On time-dependent linear transformations of non-stationary stochastic processes. Zbl 0276.60042Tong, H. 5 1974 Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 5 2006 Autoregressive model fitting with noisy data by Akaike’s information criterion. Zbl 0314.62040Tong, H. 5 1975 Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037Gao, Jiti; Tong, Howell; Wolff, Rodney 4 2002 Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077Cheng, B.; Tong, H. 4 1994 On prediction and chaos in stochastic systems. Zbl 0859.62086Yao, Qiwei; Tong, Howell 4 1994 Identification of the structure of multivariable stochastic systems. Zbl 0289.62061Priestley, M. B.; Subba Rao, T.; Tong, H. 4 1973 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 A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036Tong, H.; Cheng, B. 3 1992 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 Testing for common structures in a panel of threshold models. Zbl 1109.62075Chan, K. S.; Tong, H.; Stenseth, N. Chr. 3 2004 Testing for multimodality with dependent data. Zbl 1132.62345Chan, K. S.; Tong, H. 3 2004 On residual sums of squares in non-parametric autoregression. Zbl 0784.62028Cheng, B.; Tong, H. 3 1993 A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154Chan, Kung-Sik; Tong, Howell 2 2010 A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024Pemberton, J.; Tong, H. 2 1981 A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071Chan, K.-S.; Tong, H. 2 2002 Statistical tests for Lyapunov exponents of deterministic systems. Zbl 1082.62517Wolff, Rodney; Yao, Qiwei; Tong, Howell 2 2004 \(k\)-stationarity and wavelets. Zbl 1067.60502Cheng, Bing; Tong, Howell 2 1998 Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029Tong, H. 2 1973 On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081Stockis, Jean-Pierre; Tong, Howell 2 1998 On time-reversibility of multivariate linear processes. Zbl 1077.60041Tong, Howell; Zhang, Zhiqiang 2 2005 On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 2 2004 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 A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387Zhang, Zhigiang; Tong, Howell 2 2004 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 The asymptotic joint distribution of the estimated autoregressive coefficients. Zbl 0386.93047Tong, H. 1 1978 A note on a local equivalence of two recent approaches to autoregressive order determination. Zbl 0406.93006Tong, H. 1 1979 Asset allocation under threshold autoregressive models. Zbl 1286.91127Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang 1 2012 Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075Pemberton, J.; Tong, H. 1 1983 On the distribution of a simple stationary bilinear process. Zbl 0541.62071Wang, Shouren; An, Hongzhi; Tong, H. 1 1983 A personal journey through time series in Biometrika. Zbl 1073.62555Tong, Howell 1 2001 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 A test time-dependence of linear open-loop systems. Zbl 0238.62102Rao, T. Subba; Tong, H. 1 1972 Jackknife approach to the estimation of mutual information. Zbl 1416.62205Zeng, Xianli; Xia, Yingcun; Tong, Howell 1 2018 Nonparametric function estimation in noisy chaos. Zbl 0880.62042Cheng, B.; Tong, H. 1 1993 Dimension estimation and models. Zbl 0871.62079 1 1993 On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell 7 2019 Jackknife approach to the estimation of mutual information. Zbl 1416.62205Zeng, Xianli; Xia, Yingcun; Tong, Howell 1 2018 A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Zbl 1360.62464Wong, Shiu Fung; Tong, Howell; Siu, Tak Kuen; Lu, Zudi 1 2017 Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147Li, Dong; Tong, Howell 6 2016 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109Gerber, Mathieu; Chopin, Nicolas 20 2015 Threshold models in time series analysis – some reflections. Zbl 1337.62281Tong, Howell 5 2015 On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell 8 2014 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057Fearnhead, Paul; Prangle, Dennis 45 2012 On moving-average models with feedback. Zbl 1456.62204Li, Dong; Ling, Shiqing; Tong, Howell 6 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 36 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 Stability selection. With discussion and authors’ reply. Zbl 1411.62142Meinshausen, Nicolai; Bühlmann, Peter 107 2010 Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors’ reply. Zbl 1411.62055Cule, Madeleine; Samworth, Richard; Stewart, Michael 26 2010 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 31 2008 Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053Sun, Yan; Zhang, Wenyang; Tong, Howell 16 2007 Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079Ling, Shiqing; Tong, Howell; Li, Dong 12 2007 Threshold variable selection using nonparametric methods. Zbl 1145.62326Xia, Yingcun; Li, Wai-Keung; Tong, Howell 5 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 79 2004 On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 25 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 22 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 8 2004 Testing for common structures in a panel of threshold models. Zbl 1109.62075Chan, K. S.; Tong, H.; Stenseth, N. Chr. 3 2004 Testing for multimodality with dependent data. Zbl 1132.62345Chan, K. S.; Tong, H. 3 2004 Statistical tests for Lyapunov exponents of deterministic systems. Zbl 1082.62517Wolff, Rodney; Yao, Qiwei; 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 A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387Zhang, Zhigiang; 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 326 2002 Single-index volatility models and estimation. Zbl 1002.62082Xia, Yingcun; Tong, Howell; Li, W. K. 12 2002 Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032Gao, Jiti; Tong, Howell; Wolff, Rodney 11 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 21 2001 Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 14 2001 A personal journey through time series in Biometrika. Zbl 1073.62555Tong, Howell 1 2001 On some distributional properties of a first-order nonnegative bilinear time series model. Zbl 0993.60038Zhang, Zhiqiang; Tong, 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. 53 1999 A test for symmetries of multivariate probability distributions. Zbl 0938.62062Diks, Cees; Tong, Howell 11 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 92 1996 Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038Yao, Qiwei; Tong, Howell 37 1996 Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076Tong, Howell 12 1995 A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059Tong, Howell 8 1995 A note on noisy chaos. Zbl 0825.93713Chan, K. S.; Tong, H. 13 1994 Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099Yao, Qiwei; Tong, Howell 13 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. 4 1994 On prediction and chaos in stochastic systems. Zbl 0859.62086Yao, Qiwei; Tong, Howell 4 1994 On residual sums of squares in non-parametric autoregression. Zbl 0784.62028Cheng, B.; Tong, H. 3 1993 A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681Sorour, A.; Tong, H. 1 1993 Nonparametric function estimation in noisy chaos. Zbl 0880.62042Cheng, B.; Tong, H. 1 1993 Dimension estimation and models. Zbl 0871.62079 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. 8 1991 Non-linear time series. A dynamical system approach. Zbl 0716.62085Tong, Howell 319 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. 69 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. 67 1985 A multiple-threshold AR(1) model. Zbl 0579.62074Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W. 45 1985 Threshold models in non-linear time series analysis. Zbl 0527.62083Tong, Howell 163 1983 Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075Pemberton, J.; Tong, H. 1 1983 On the distribution of a simple stationary bilinear process. Zbl 0541.62071Wang, Shouren; An, Hongzhi; Tong, H. 1 1983 A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071Tong, H. 20 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. 148 1980 A view on non-linear time series model building. Zbl 0447.62087Tong, Howell 6 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. 17 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. 12 1975 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080Ozaki, Tohru; Tong, Howell 6 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. 39 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. 9 1973 Identification of the structure of multivariable stochastic systems. Zbl 0289.62061Priestley, M. B.; Subba Rao, T.; Tong, H. 4 1973 Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029Tong, H. 2 1973 ...and 2 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,112 Authors 35 Zhu, Lixing 32 Siu, Tak Kuen 31 Tong, Howell 18 Wu, Wei Biao 17 Zhang, Riquan 16 Chen, Cathy W. S. 16 Gao, Jiti 16 Ling, Shiqing 16 Yin, Xiangrong 15 Liang, Hua 15 Yang, Hu 13 Lian, Heng 13 Tjøstheim, Dag B. 13 Xue, Liugen 13 Zhu, Liping 12 Anděl, Jiří 12 Elliott, Robert James 12 Huang, Zhensheng 12 Xia, Yingcun 12 Yao, Qiwei 11 Lin, Lu 11 Wang, Dehui 11 Wang, Qin 11 Zakoïan, Jean-Michel 11 Zhao, Weihua 10 Chen, Rong 10 Härdle, Wolfgang Karl 10 Lee, Sangyeol 10 Li, Bing 10 Li, Jialiang 10 Wang, Qihua 10 Yu, Zhou 10 Zhang, Wenyang 9 Chan, Kung-Sik 9 Francq, Christian 9 Liu, Jicai 9 Lu, Zudi 8 De Gooijer, Jan G. 8 Dong, Yuexiao 8 Fan, Jianqing 8 Li, Degui 8 Li, Dong 7 Chaturvedi, Ajit 7 Cline, Daren B. 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