Edit Profile (opens in new tab) Tong, Howell Co-Author Distance Author ID: tong.howell Published as: Tong, Howell; Tong, H. External Links: MGP · Wikidata · dblp · GND · IdRef Documents Indexed: 132 Publications since 1972, including 5 Books 6 Contributions as Editor · 5 Further Contributions Biographic References: 2 Publications Co-Authors: 58 Co-Authors with 104 Joint Publications 1,854 Co-Co-Authors all top 5 Co-Authors 32 single-authored 20 Chan, Kung-Sik 13 Xia, Yingcun 11 Yao, Qiwei 9 Cheng, Bing 7 Li, Wai Keung 7 Ling, Shiqing 6 Li, Dong 6 Rao, Tata Subba 6 Siu, Tak Kuen 5 Yang, Hailiang 4 Gao, Jiti 4 Stenseth, Nils Chr. 4 Zhang, Wenyang 3 Draper, David 3 Pemberton, John 3 Priestley, Maurice Bertram 3 Wolff, Rodney Carl 3 Yeung, Iris M. H. 3 Zhang, Zhiqiang 2 Chan, Wai-Sum 2 Chen, YiNing 2 Chopin, Nicolas 2 Critchley, Frank 2 Doucet, Arnaud 2 Gandy, Axel 2 Giannerini, Simone 2 Girolami, Mark A. 2 Goracci, Greta 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. 2 Samworth, Richard J. 2 Singh, Sumeetpal Sidhu 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 John 1 Brown, Phil 1 Bühlmann, Peter 1 Casella, George 1 Castro, Daniela 1 Chacón, José E. 1 Cheng, Ming-Yen 1 Ching, Wai-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 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 ...and 105 more Co-Authors all top 5 Serials 18 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 2 Physica D 2 Statistical Science 2 Science in China. Series A 2 Studies in Nonlinear Dynamics and Econometrics 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 Statistica 1 Technometrics 1 Advances in Mathematics (Beijing) 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 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 Journal of Business and Economic Statistics 1 Springer Series in Statistics all top 5 Fields 124 Statistics (62-XX) 14 Probability theory and stochastic processes (60-XX) 14 Numerical analysis (65-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Systems theory; control (93-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 Information and communication theory, circuits (94-XX) 1 History and biography (01-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 110 Publications have been cited 3,040 times in 2,215 Documents Cited by ▼ Year ▼ Non-linear time series. A dynamical system approach. Zbl 0716.62085 Tong, Howell 711 1990 An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028 Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing 418 2002 Stability selection. With discussion and authors’ reply. Zbl 1411.62142 Meinshausen, Nicolai; Bühlmann, Peter 255 2010 Threshold models in non-linear time series analysis. Zbl 0527.62083 Tong, Howell 252 1983 Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081 Tong, H.; Lim, K. S. 203 1980 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 114 2012 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026 Fan, Jianqing; Yao, Qiwei; Tong, Howell 108 1996 Efficient estimation for semivarying-coefficient models. Zbl 1108.62019 Xia, Yingcun; Zhang, Wenyang; Tong, Howell 94 2004 On estimating thresholds in autoregressive models. Zbl 0596.62085 Chan, K. S.; Tong, H. 85 1986 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056 Chan, K. S.; Tong, H. 81 1985 Threshold models in time series analysis – 30 years on. Zbl 1490.62278 Tong, Howell 64 2011 On extended partially linear single-index models. Zbl 0942.62109 Xia, Yingcun; Tong, Howell; Li, W. K. 62 1999 Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors’ reply. Zbl 1411.62055 Cule, Madeleine; Samworth, Richard; Stewart, Michael 57 2010 A multiple-threshold AR(1) model. Zbl 0579.62074 Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W. 51 1985 A note on the estimation of Pr\(\{Y < X\}\) in the exponential case. Zbl 0292.62021 Tong, H. 51 1974 Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038 Yao, Qiwei; Tong, Howell 43 1996 Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345 Pan, Jiazhu; Wang, Hui; Tong, Howell 38 2008 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 38 2015 On likelihood ratio tests for threshold autoregression. Zbl 0706.62078 Chan, K. S.; Tong, H. 31 1990 On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 30 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 26 2004 On consistent nonparametric order determination and chaos. Zbl 0782.62081 Cheng, B.; Tong, H. 25 1992 Chaos: A statistical perspective. Zbl 0977.62002 Chan, Kung-Sik; Tong, Howell 25 2001 Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147 Li, Dong; Tong, Howell 22 2016 Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079 Ling, Shiqing; Tong, Howell; Li, Dong 21 2007 A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071 Tong, H. 21 1981 On the estimation of \(Pr\{Y\leq X\}\) for exponential families. Zbl 0379.62025 Tong, H. 21 1977 Testing for a linear MA model against threshold MA models. Zbl 1085.62102 Ling, Shiqing; Tong, Howell 20 2005 Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053 Sun, Yan; Zhang, Wenyang; Tong, Howell 18 2007 Determination of the order of a Markov chain by Akaike’s information criterion. Zbl 0314.62038 Tong, H. 17 1975 Single-index volatility models and estimation. Zbl 1002.62082 Xia, Yingcun; Tong, Howell; Li, W. K. 16 2002 A note on time-reversibility of multivariate linear processes. Zbl 1152.62361 Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell 16 2006 Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076 Tong, Howell 15 1995 Bayesian risk measures for derivatives via random Esscher transform. Zbl 1083.62544 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 14 2001 Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119 Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell 14 2004 A note on noisy chaos. Zbl 0825.93713 Chan, K. S.; Tong, H. 13 1994 Cross-validatory bandwidth selections for regression estimation based on dependent data. Zbl 0942.62046 Yao, Qiwei; Tong, Howell 13 1998 Threshold autoregressive modelling in continuous time. Zbl 0823.62075 Tong, Howell; Yeung, Iris 13 1991 Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099 Yao, Qiwei; Tong, Howell 13 1994 A test for symmetries of multivariate probability distributions. Zbl 0938.62062 Diks, Cees; Tong, Howell 13 1999 Semiparametric nonlinear times series model selection. Zbl 1062.62175 Gao, Jiti; Tong, Howell 12 2004 On the analysis of bivariate non-stationary processes. Zbl 0269.62077 Priestley, M. B.; Tong, H. 12 1973 Threshold models in time series analysis – some reflections. Zbl 1337.62281 Tong, Howell 12 2015 Score based goodness-of-fit tests for time series. Zbl 1270.62080 Ling, Shiqing; Tong, Howell 12 2011 Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032 Gao, Jiti; Tong, Howell; Wolff, Rodney 12 2002 On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333 Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell 12 2019 A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006 Chan, K. S.; Tong, H. 11 1986 Feature matching in time series modeling. Zbl 1219.62142 Xia, Yingcun; Tong, Howell 11 2011 On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103 Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell 11 2014 A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099 Chan, K. S.; Tong, H. 10 1987 A view on non-linear time series model building. Zbl 0447.62087 Tong, Howell 10 1980 On subset selection in non-parametric stochastic regression. Zbl 0823.62038 Yao, Qiwei; Tong, Howell 10 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 10 1991 Threshold variable selection using nonparametric methods. Zbl 1145.62326 Xia, Yingcun; Li, Wai-Keung; Tong, Howell 9 2007 On moving-average models with feedback. Zbl 1456.62204 Li, Dong; Ling, Shiqing; Tong, Howell 9 2012 On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039 Sugiyama, T.; Tong, H. 9 1976 A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059 Tong, Howell 9 1995 On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. Zbl 0825.62680 Tong, H.; Yeung, I. 9 1991 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080 Ozaki, Tohru; Tong, Howell 8 1975 Nonparametric estimation of ratios of noise to signal in stochastic regression. Zbl 0952.62040 Yao, Qiwei; Tong, Howell 8 2000 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 8 1974 Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 7 2006 A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154 Chan, Kung-Sik; Tong, Howell 7 2010 Jackknife approach to the estimation of mutual information. Zbl 1416.62205 Zeng, Xianli; Xia, Yingcun; Tong, Howell 7 2018 Identification of the structure of multivariable stochastic systems. Zbl 0289.62061 Priestley, M. B.; Subba Rao, T.; Tong, H. 6 1973 Numerical evaluation of distributions in nonlinear autoregression. Zbl 0691.62084 Moeanaddin, R.; Tong, Howell 6 1990 On time-dependent linear transformations of non-stationary stochastic processes. Zbl 0276.60042 Tong, H. 6 1974 Testing for multimodality with dependent data. Zbl 1132.62345 Chan, K. S.; Tong, H. 5 2004 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. 5 2009 Autoregressive model fitting with noisy data by Akaike’s information criterion. Zbl 0314.62040 Tong, H. 5 1975 On prediction and chaos in stochastic systems. Zbl 0859.62086 Yao, Qiwei; Tong, Howell 5 1994 Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Zbl 1218.62124 Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr. 5 2003 Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037 Gao, Jiti; Tong, Howell; Wolff, Rodney 5 2002 A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Zbl 1360.62464 Wong, Shiu Fung; Tong, Howell; Siu, Tak Kuen; Lu, Zudi 5 2017 A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036 Tong, H.; Cheng, B. 4 1992 Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077 Cheng, B.; Tong, H. 4 1994 On some distributional properties of a first-order nonnegative bilinear time series model. Zbl 0993.60038 Zhang, Zhiqiang; Tong, Howell 4 2001 Dimension estimation and models. Zbl 0871.62079 4 1993 On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 3 2004 On time-reversibility of multivariate linear processes. Zbl 1077.60041 Tong, Howell; Zhang, Zhiqiang 3 2005 Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. Zbl 1098.62118 Matsuda, Yasumasa; Yajima, Yoshihiro; Tong, Howell 3 2006 On residual sums of squares in non-parametric autoregression. Zbl 0784.62028 Cheng, B.; Tong, H. 3 1993 A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024 Pemberton, J.; Tong, H. 3 1981 Testing for common structures in a panel of threshold models. Zbl 1109.62075 Chan, K. S.; Tong, H.; Stenseth, N. Chr. 3 2004 \(k\)-stationarity and wavelets. Zbl 1067.60502 Cheng, Bing; Tong, Howell 3 1998 Asset allocation under threshold autoregressive models. Zbl 1286.91127 Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang 3 2012 Some comments on spectral representations of non-stationary stochastic processes. Zbl 0284.60029 Tong, H. 3 1973 A practical method for outlier detection in autoregressive time series modelling. Zbl 0697.62087 Hau, M. C.; Tong, H. 2 1989 A note on stochastic difference equation and its application to GARCH models. Zbl 1153.60387 Zhang, Zhiqiang; Tong, Howell 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 On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081 Stockis, Jean-Pierre; Tong, Howell 2 1998 Testing for threshold effects in the TARMA framework. Zbl 07769926 Goracci, Greta; Giannerini, Simone; Chan, Kung-Sik; Tong, Howell 2 2023 A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681 Sorour, A.; Tong, H. 2 1993 On an absolute autoregressive model and skew symmetric distributions. Zbl 07690400 Li, Dong; Tong, Howell 2 2020 Fitting a smooth moving average to noisy data. Zbl 0333.93043 Tong, H. 1 1976 Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075 Pemberton, J.; Tong, H. 1 1983 On the distribution of a simple stationary bilinear process. Zbl 0541.62071 Wang, Shouren; An, Hongzhi; Tong, H. 1 1983 Nonlinear time series models of regularly sampled data: A review. Zbl 0671.62084 Tong, H. 1 1987 Rejoinder to: “Feature matching in time series modeling”. Zbl 1426.62269 Xia, Yingcun; Tong, Howell 1 2011 Testing for threshold regulation in presence of measurement error. Zbl 07901847 Chan, Kung-Sik; Giannerini, Simone; Goracci, Greta; Tong, Howell 1 2024 Testing for threshold effects in the TARMA framework. Zbl 07769926 Goracci, Greta; Giannerini, Simone; Chan, Kung-Sik; Tong, Howell 2 2023 On an absolute autoregressive model and skew symmetric distributions. Zbl 07690400 Li, Dong; Tong, Howell 2 2020 On model selection from a finite family of possibly misspecified time series models. Zbl 1418.62333 Hsu, Hsiang-Ling; Ing, Ching-Kang; Tong, Howell 12 2019 Jackknife approach to the estimation of mutual information. Zbl 1416.62205 Zeng, Xianli; Xia, Yingcun; Tong, Howell 7 2018 A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Zbl 1360.62464 Wong, Shiu Fung; Tong, Howell; Siu, Tak Kuen; Lu, Zudi 5 2017 Nested sub-sample search algorithm for estimation of threshold models. Zbl 1356.62147 Li, Dong; Tong, Howell 22 2016 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 38 2015 Threshold models in time series analysis – some reflections. Zbl 1337.62281 Tong, Howell 12 2015 On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103 Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell 11 2014 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 114 2012 On moving-average models with feedback. Zbl 1456.62204 Li, Dong; Ling, Shiqing; Tong, Howell 9 2012 Asset allocation under threshold autoregressive models. Zbl 1286.91127 Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang 3 2012 Threshold models in time series analysis – 30 years on. Zbl 1490.62278 Tong, Howell 64 2011 Score based goodness-of-fit tests for time series. Zbl 1270.62080 Ling, Shiqing; Tong, Howell 12 2011 Feature matching in time series modeling. Zbl 1219.62142 Xia, Yingcun; Tong, Howell 11 2011 Rejoinder to: “Feature matching in time series modeling”. Zbl 1426.62269 Xia, Yingcun; Tong, Howell 1 2011 Stability selection. With discussion and authors’ reply. Zbl 1411.62142 Meinshausen, Nicolai; Bühlmann, Peter 255 2010 Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors’ reply. Zbl 1411.62055 Cule, Madeleine; Samworth, Richard; Stewart, Michael 57 2010 A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154 Chan, Kung-Sik; Tong, Howell 7 2010 Statistical modelling of nonlinear long-term cumulative effects. Zbl 1507.62287 Kong, Efang; Tong, Howell; Xia, Yingcun 1 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. 5 2009 Estimation and tests for power-transformed and threshold GARCH models. Zbl 1418.62345 Pan, Jiazhu; Wang, Hui; Tong, Howell 38 2008 Ergodicity and invertibility of threshold moving-average models. Zbl 1111.62079 Ling, Shiqing; Tong, Howell; Li, Dong 21 2007 Estimation of the covariance matrix of random effects in longitudinal studies. Zbl 1129.62053 Sun, Yan; Zhang, Wenyang; Tong, Howell 18 2007 Threshold variable selection using nonparametric methods. Zbl 1145.62326 Xia, Yingcun; Li, Wai-Keung; Tong, Howell 9 2007 A note on time-reversibility of multivariate linear processes. Zbl 1152.62361 Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell 16 2006 Option pricing under threshold autoregressive models by threshold Esscher transform. Zbl 1135.91362 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 7 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 3 2006 Testing for a linear MA model against threshold MA models. Zbl 1085.62102 Ling, Shiqing; Tong, Howell 20 2005 On time-reversibility of multivariate linear processes. Zbl 1077.60041 Tong, Howell; Zhang, Zhiqiang 3 2005 Efficient estimation for semivarying-coefficient models. Zbl 1108.62019 Xia, Yingcun; Zhang, Wenyang; Tong, Howell 94 2004 On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Zbl 1085.91531 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 30 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 26 2004 Some nonlinear threshold autoregressive time series models for actuarial use. Zbl 1085.62119 Chan, Wai-Sum; Wong, Albert C. S.; Tong, Howell 14 2004 Semiparametric nonlinear times series model selection. Zbl 1062.62175 Gao, Jiti; Tong, Howell 12 2004 Testing for multimodality with dependent data. Zbl 1132.62345 Chan, K. S.; Tong, H. 5 2004 On Bayesian value at risk: from linear to non-linear portfolios. Zbl 1188.91206 Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 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, Zhiqiang; Tong, Howell 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. 5 2003 An adaptive estimation of dimension reduction space (with discussion). Zbl 1091.62028 Xia, Yingcun; Tong, Howell; Li, W. K.; Zhu, Li-Xing 418 2002 Single-index volatility models and estimation. Zbl 1002.62082 Xia, Yingcun; Tong, Howell; Li, W. K. 16 2002 Model specification tests in nonparametric stochastic regression models. Zbl 1030.62032 Gao, Jiti; Tong, Howell; Wolff, Rodney 12 2002 Adaptive orthogonal series estimation in additive stochastic regression models. Zbl 0998.62037 Gao, Jiti; Tong, Howell; Wolff, Rodney 5 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 25 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 4 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 8 2000 On extended partially linear single-index models. Zbl 0942.62109 Xia, Yingcun; Tong, Howell; Li, W. K. 62 1999 A test for symmetries of multivariate probability distributions. Zbl 0938.62062 Diks, Cees; Tong, Howell 13 1999 Cross-validatory bandwidth selections for regression estimation based on dependent data. Zbl 0942.62046 Yao, Qiwei; Tong, Howell 13 1998 \(k\)-stationarity and wavelets. Zbl 1067.60502 Cheng, Bing; Tong, Howell 3 1998 On the statistical inference of a machine-generated autoregressive \(AR(1)\) model. Zbl 0909.62081 Stockis, Jean-Pierre; Tong, Howell 2 1998 Some comments on nonlinear time series analysis. Zbl 0866.62060 Tong, Howell 1 1997 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026 Fan, Jianqing; Yao, Qiwei; Tong, Howell 108 1996 Asymmetric least squares regression estimation: A nonparametric approach. Zbl 0879.62038 Yao, Qiwei; Tong, Howell 43 1996 Non-linear time series: a dynamical system approach. Repr. Zbl 0835.62076 Tong, Howell 15 1995 A personal overview of nonlinear time series analysis from a chaos perspective. (With discussion). Zbl 0836.62059 Tong, Howell 9 1995 A note on noisy chaos. Zbl 0825.93713 Chan, K. S.; Tong, H. 13 1994 Quantifying the influence of initial values on nonlinear prediction. Zbl 0799.62099 Yao, Qiwei; Tong, Howell 13 1994 On subset selection in non-parametric stochastic regression. Zbl 0823.62038 Yao, Qiwei; Tong, Howell 10 1994 On prediction and chaos in stochastic systems. Zbl 0859.62086 Yao, Qiwei; Tong, Howell 5 1994 Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Zbl 0859.62077 Cheng, B.; Tong, H. 4 1994 Chaos and forecasting. Zbl 0858.00014 1 1994 Dimension estimation and models. Zbl 0871.62079 4 1993 On residual sums of squares in non-parametric autoregression. Zbl 0784.62028 Cheng, B.; Tong, H. 3 1993 A note on tests for threshold-type nonlinearity in open loop systems. Zbl 0825.62681 Sorour, A.; Tong, H. 2 1993 Nonparametric function estimation in noisy chaos. Zbl 0880.62042 Cheng, B.; Tong, H. 1 1993 On consistent nonparametric order determination and chaos. Zbl 0782.62081 Cheng, B.; Tong, H. 25 1992 A note on one-dimensional chaotic maps under time reversal. Zbl 0744.60036 Tong, H.; Cheng, B. 4 1992 Threshold autoregressive modelling in continuous time. Zbl 0823.62075 Tong, Howell; Yeung, Iris 13 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 10 1991 On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series. Zbl 0825.62680 Tong, H.; Yeung, I. 9 1991 Non-linear time series. A dynamical system approach. Zbl 0716.62085 Tong, Howell 711 1990 On likelihood ratio tests for threshold autoregression. Zbl 0706.62078 Chan, K. S.; Tong, H. 31 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. 2 1989 A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099 Chan, K. S.; Tong, H. 10 1987 Nonlinear time series models of regularly sampled data: A review. Zbl 0671.62084 Tong, H. 1 1987 On estimating thresholds in autoregressive models. Zbl 0596.62085 Chan, K. S.; Tong, H. 85 1986 A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006 Chan, K. S.; Tong, H. 11 1986 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056 Chan, K. S.; Tong, H. 81 1985 A multiple-threshold AR(1) model. Zbl 0579.62074 Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W. 51 1985 Threshold models in non-linear time series analysis. Zbl 0527.62083 Tong, Howell 252 1983 Threshold autoregression and some frequency-domain characteristics. Zbl 0535.62075 Pemberton, J.; Tong, H. 1 1983 On the distribution of a simple stationary bilinear process. Zbl 0541.62071 Wang, Shouren; An, Hongzhi; Tong, H. 1 1983 A note on a Markov bilinear stochastic process in discrete time. Zbl 0548.60071 Tong, H. 21 1981 A note on the distributions of non-linear autoregressive stochastic models. Zbl 0486.62024 Pemberton, J.; Tong, H. 3 1981 Threshold autoregression, limit cycles and cyclical data. Zbl 0473.62081 Tong, H.; Lim, K. S. 203 1980 A view on non-linear time series model building. Zbl 0447.62087 Tong, Howell 10 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. 21 1977 On a statistic useful in dimensionality reduction in multivariable linear stochastic system. Zbl 0347.62039 Sugiyama, T.; Tong, H. 9 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. 17 1975 ...and 10 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,926 Authors 45 Zhu, Lixing 39 Siu, Tak Kuen 36 Tong, Howell 22 Gao, Jiti 22 Wang, Dehui 22 Wu, Wei Biao 21 Chen, Cathy W. S. 20 Zhang, Jun 20 Zhu, Liping 18 Liang, Hua 18 Ling, Shiqing 18 Zhang, Riquan 17 Li, Wai Keung 16 Lian, Heng 16 Tjøstheim, Dag B. 16 Yin, Xiangrong 15 Chen, Rong 15 Elliott, Robert James 15 Lu, Zudi 15 Yang, Hu 14 Chan, Kung-Sik 14 Lee, Sangyeol 14 Li, Dong 14 Xia, Yingcun 14 Yu, Zhou 13 Xue, Liugen 13 Yang, Kai 12 Anděl, Jiří 12 Huang, Zhensheng 12 Li, Jialiang 12 Wang, Qin 12 Yao, Qiwei 12 Zakoïan, Jean-Michel 11 Li, Bing 11 Li, Degui 11 Lin, Lu 11 Seo, Myunghwan 11 Xia, Qiang 11 Zhang, Wenyang 11 Zhao, Weihua 10 Chen, Min 10 Feng, Sanying 10 Francq, Christian 10 Gourieroux, Christian 10 Härdle, Wolfgang Karl 10 Li, Gaorong 10 Wang, Qihua 9 Dong, Yuexiao 9 Fan, Jianqing 9 Guo, Xu 9 Hwang, Sun Young 9 Jiang, Rong 9 Kapetanios, George 9 Linton, Oliver Bruce 9 Liu, Jicai 9 Park, Jin-Hong 9 Politis, Dimitris Nicolas 9 Zhu, Ke 8 Aknouche, Abdelhakim 8 Basawa, Ishwar V. 8 Battaglia, Francesco Paolo 8 Chaturvedi, Ajit 8 Cline, Daren B. 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