H. Tong

发表

Threshold Autoregression, Limit Cycles and Cyclical Data

H. Tong, K. S. Lim, 1980 .

A note on a Markov bilinear stochastic process in discrete time

H. Tong, 1981 .

Non-linear time series. A dynamical system approach

H. Tong, 1990 .

Determination of the order of a Markov chain by Akaike's information criterion

H. Tong, 1975, Journal of Applied Probability.

ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

H. Tong, Kung-Sik Chan, 1986 .

Article: 2

H. Tong, Lixing Zhu, Y. Xia, 2002, European Financial Services Law.

On a threshold model

H. Tong, 1978 .

Monographs on statistics and applied probability

Susan A. Murphy, Niels Keiding, Richard L. Smith, 1990 .

Fitting a smooth moving average to noisy data (Corresp.)

Howell Tong, H. Tong, 1976, IEEE Trans. Inf. Theory.

Testing for Threshold Effects in the TARMA Framework

Kung-Sik Chan, Simone Giannerini, Howell Tong, 2021, Statistica Sinica.

A note on the invertibility of nonlinear ARMA models

H. Tong, Kung-Sik Chan, 2010 .

Unit-root test within a threshold ARMA framework

H. Tong, Kung-Sik Chan, Greta Goracci, 2020 .

ON CONDITIONALLY HETEROSCEDASTIC AR MODELS WITH THRESHOLDS

H. Tong, Kung-Sik Chan, Dong Li, 2014 .

A Personal Overview Of Nonlinear Time-Series Analysis From A Chaos Perspective

H. Tong, 1995 .

Data transformation and self-exciting threshold autoregression

H. Tong, D. K. Ghaddar, 1981 .

Predicting multivariate responses in multiple linear regression - Discussion

Trevor Hastie, David J. Hand, Robert Tibshirani, 1997 .

Semiparametric non‐linear time series model selection

H. Tong, Jiti Gao, 2004 .

Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

Jianqing Fan, H. Tong, Q. Yao, 1996 .

An adaptive estimation of dimension reduction

H. Tong, Y. Xia, W. Li, 2002 .

Cross-validatory bandwidth selections for regression estimation based on dependent data

H. Tong, Q. Yao, 1998 .

On consistent nonparametric order determination and chaos

H. Tong, B. Cheng, 1992 .

Estimation of the covariance matrix of random effects in longitudinal studies

H. Tong, Wenyang Zhang, Yan Sun, 2007, 0803.4112.

On tests for non‐linearity in time series analysis

H. Tong, W. Chan, 1986 .

A personal journey through time series in Biometrika

H. Tong, 2001 .

Threshold autoregression, limit cycles and cyclical data- with discussion

Howell Tong, H. Tong, K. S. Lim, 1980 .

On model selection from a finite family of possibly misspecified time series models

H. Tong, C. Ing, Hsiang-Ling Hsu, 2019, The Annals of Statistics.

On extended partially linear single-index models

Yingcun Xia, Wai Keung Li, Howell Tong, 1999 .

Threshold time series modelling of two Icelandic riverflow systems

H. Tong, B. Thanoon, G. Gudmundsson, 1985 .

An adaptive estimation of dimension reduction space, with discussion

H. Tong, Y. Xia, L. Zhu, 2002 .

Asymmetric least squares regression estimation: A nonparametric approach ∗

H. Tong, Q. Yao, 1996 .

Applications of principal component analysis and factor analysis in the identification of multivariable systems

H. Tong, T. Rao, H. Tong, 1974 .

On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach

Tak Kuen Siu, Hailiang Yang, Howell Tong, 2004, North American Actuarial Journal.

Cumulative effects of air pollution on public health

Yingcun Xia, Howell Tong, H. Tong, 2006, Statistics in medicine.

On the Analysis of Bivariate Non‐Stationary Processes

Howell Tong, H. Tong, M. Priestley, 1973 .

Threshold Models in Time Series Analysis-30 Years On

Howell Tong, H. Tong, 2011 .

A Note on Noisy Chaos

Kung-Sik Chan, Howell Tong, H. Tong, 1994 .

A Note on Tests for Threshold-type Non-linearity in Open Loop Systems

Howell Tong, H. Tong, A. Sorour, 1993 .

On subset selection in non-parametric stochastic regression

Qiwei Yao, Howell Tong, H. Tong, 1994 .

A Theory of Wavelet Representation and Decomposition for a General Stochastic Process

Howell Tong, H. Tong, B. Cheng, 1996 .

K-stationarity and wavelets

H. Tong, B. Cheng, 1998 .

Some comments on a bridge between nonlinear dynamicists and statisticians

Howell Tong, H. Tong, 1992 .

Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach

H. Tong, N. Stenseth, Kung-Sik Chan, 2009 .

Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'

H. Tong, 2011 .

Nonlinear Time Series Analysis Since 1990: Some Personal Reflections

Howell Tong, H. Tong, 2002 .

Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis

H. Tong, Kung-Sik Chan, Greta Goracci, 2020, 2002.09968.

Nested sub-sample search algorithm for estimation of threshold models

Howell Tong, H. Tong, Dong Li, 2016 .

Time series: Advanced methods

H. Tong, W. Li, 2015 .

Threshold models in time series analysis—Some reflections

H. Tong, 2015 .

Score Based Goodness-of-fit Tests for Time Series

H. Tong, S. Ling, 2011 .

Nonparametric and semiparametric regression model selection

Jiti Gao, Howell Tong, H. Tong, 2002 .

A personal overview of non-linear time series analysis from a chaos perspective. Commentary

Douglas W. Nychka, Anthony J. Lawrance, Stephen P. Ellner, 1995 .

On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005

H. Tong, W. Chan, M. Ng, 2006, Annals of Actuarial Science.

On residual sums of squares in non-parametric autoregression

H. Tong, B. Cheng, 1993 .

FROM A FINITE FAMILY OF POSSIBLY MISSPECIFIED TIME SERIES MODELS By

H. Tong, C. Ing, Hsiang-Ling Hsu, 2018 .

On model selection from a finite family of possibly misspecified models

H. Tong, C. Ing, Hsiang-Ling Hsu, 2016 .

MODELLING OF NONLINEAR LONG-TERM CUMULATIVE EFFECTS

H. Tong, Y. Xia, Efang Kong, 2010 .

Single-index volatility models and estimation

H. Tong, Y. Xia, W. Li, 2002 .

Royal-Statistical-Society Meeting on Chaos - Discussion

David S. Broomhead, Douglas W. Nychka, Eric Renshaw, 1992 .

Title Adaptive orthogonal series estimation in additive stochasticregression models

H. Tong, Jiti Gao, R. Wolff, 2003 .

Threshold autoregression and some frequency-domain characteristics

H. Tong, J. Pemberton, 1983 .

Some Cautionary Comments on Principal Component Analysis for Time Series Data

H. Tong, Xinyu Zhang, 2020 .

Some Case Studies

H. Tong, 1983 .

Determination of the order of a Markov chain by Akaike's information criterion

H. Tong, 1975, Journal of Applied Probability.

Akaike’s Approach can Yield Consistent Order Determination

H. Tong, 1994 .

Exploring volatility from a dynamical system perspective

H. Tong, 2007 .

Birth of the threshold time series model

H. Tong, 2007 .

TESTING FOR A LINEAR MA MODEL AGAINST THRESHOLD MA MODELS

H. Tong, S. Ling, 2005, math/0603040.

Testing for Common Structures in a Panel of Threshold Models

H. Tong, K. Chan, N. Chr. Stenseth, 2004, Biometrics.

A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL

Howell Tong, H. Tong, K. S. Chan, 1987 .

Common structure in panels of short time series

H. Tong, N. Stenseth, Q. Yao, 2000 .

Multi-step-ahead forecasting of cyclical data by threshold autoregression

H. Tong, Z. M. Wu, 1982 .

Non-Linear Time Series

Howell Tong, Howell Tong, H. Tong, 1990 .

Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas

H. Tong, 2012, Statistical Methods & Applications.

From patterns to processes: phase and density dependencies in the Canadian lynx cycle.

H. Tong, K. Chan, W. Falck, 1998, Proceedings of the National Academy of Sciences of the United States of America.

A Note on Stochastic Difference Equations and its Application to GARCH Models

H. Tong, Z. Zhang, 2004 .

On moving-average models with feedback

H. Tong, Dong Li, S. Ling, 2012, 1205.2948.

An adaptive estimation of dimension reduction space

H. Tong, Y. Xia, W. Li, 2002 .

On Likelihood Ratio Tests for Threshold Autoregression

Kung-Sik Chan, Howell Tong, H. Tong, 1990 .

Addendum & Corrigendum: A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression

H. Tong, R. Moeanaddin, 1988 .

Efficient estimation for semivarying‐coefficient models

Yingcun Xia, Howell Tong, Wenyang Zhang, 2004 .

Feature Matching in Time Series Modeling

Yingcun Xia, Howell Tong, H. Tong, 2011, 1104.3073.

Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence

H. Tong, K. Ng, 2011 .

A note on the equivalence of two approaches for specifying a Markov process

Howell Tong, H. Tong, Kin Sun Chan, 2002 .

Chaos: A Statistical Perspective

K. S. Chan, Howell Tong, H. Tong, 2001 .

Phase- and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes

H. Tong, N. Stenseth, K. Chan, 1998, Proceedings of the Royal Society of London. Series B: Biological Sciences.

Jackknife approach to the estimation of mutual information

Yingcun Xia, Howell Tong, H. Tong, 2018, Proceedings of the National Academy of Sciences.

Model Specification Tests in Nonparametric Stochastic Regression Models

Jiti Gao, Rodney C. Wolff, Howell Tong, 2002 .

A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula‐Based TAR Approach

H. Tong, Zudi Lu, T. Siu, 2017 .

An adaptive estimation of dimension reduction space

W. K. Li, H. Tong, Y. Xia, 2002 .

Bayesian Risk Measures for Derivatives via Random Esscher Transform

Tak Kuen Siu, Hailiang Yang, Howell Tong, 2001 .

A test for symmetries of multivariate probability distributions

Cees Diks, Howell Tong, H. Tong, 1999 .

Semiparametric penalty function method in partially linear model selection

Jiti Gao, Howell Tong, Chaohua Dong, 2006 .

Tests for tar models VS. star models-a separate family of hypotheses approach

H. Tong, S. Ling, Zhaoxing Gao, 2018 .

Nonparametric estimation of ratios of noise to signal in stochastic regression

Qiwei Yao, Howell Tong, H. Tong, 2000 .

Nonparametric function estimation in noisy chaos

Howell Tong, H. Tong, B. Cheng, 1993 .

Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective

H. Tong, H. Tong, B. Cheng, 1994, Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences.

On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models

H. Tong, Xinyu Zhang, Dongyu Li, 2023, Journal of Business & Economic Statistics.

Asset allocation under threshold autoregressive models

Tak Kuen Siu, Hailiang Yang, Howell Tong, 2012 .

Nonlinear Time Series Analysis

Howell Tong, H. Tong, 2005, International Encyclopedia of Statistical Science.

Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use

Howell Tong, Wai-Sum Chan, Albert C. S. Wong, 2004 .

A multiple-threshold AR(1) model

Sam Woolford, Joseph D. Petruccelli, Howell Tong, 1985, Journal of Applied Probability.

On stability and limit cycles of non-linear autoregression in discrete time

H. Tong, J. Pemberton, 1980 .

Some Comments on the Canadian Lynx Data

Howell Tong, H. Tong, 1977 .

On fitting of non-stationary autoregressive models in time series analysis

Howell Tong, Howell Tong, T Ozaki, 1975 .

Option pricing under threshold autoregressive models by threshold Esscher transform

Tak Kuen Siu, Hailiang Yang, Howell Tong, 2006 .

Dimension estimation and models

Howell Tong, H. Tong, 1993 .

On some distributional properties of a first-order nonnegative bilinear time series model

H. Tong, Zhiqiang Zhang, 2001, Journal of Applied Probability.

ON SOME DISTRIBUTIONAL PROPERTIES

H. Tong, Zhiqiang Zhang, Nonnegative, 2001 .

Statistics and finance: an interface

Howell Tong, Wai-Sum Chan, Wai Keung Li, 2000 .

Threshold autoregressive modelling in continuous time

Howell Tong, Iris M.H. Yeung, H. Tong, 1991 .

Threshold Autoregressive Modeling in continuous-time

Howell Tong, Iris Yeung, H. Tong, 1991 .

Dynamical Role of Predators in Population Cycles of a Forest Insect : An Experimental Test

H. Tong, Kung-Sik Chan, J. Hurrell, 2022 .

Estimation and tests for power-transformed and threshold GARCH models☆

H. Tong, Jiazhu Pan, Hui Wang, 2007, Journal of Econometrics.

A note on kernel estimation in integrated time series

Yingcun Xia, Howell Tong, Wai Keung Li, 2000 .

Asymptotic theory of principal component analysis for time series data with cautionary comments

H. Tong, Xinyu Zhang, 2020, Journal of the Royal Statistical Society: Series A (Statistics in Society).

Title Single-index volatility models and estimation

H. Tong, Y. Xia, W. Li, 2003 .

Single-index Di usion Models and Their Estimation

H. Tong, W. Li, TheirEstimationYingcun Xia, 1998 .

Estimating the Death Rate of an Emerging Infectious Disease by Time Series Analysis

H. Tong, Kung-Sik Chan, 2006 .

Non-linear time series analysis

Howell Tong, H. Tong, 2005 .

Title Threshold variable selection using nonparametric methods

H. Tong, Y. Xia, W. Li, 2007 .

THRESHOLD VARIABLE SELECTION USING NONPARAMETRIC METHODS

Yingcun Xia, Howell Tong, Wai Keung Li, 2007 .

The statistical theory of linear systems

E. Hannan, H. Tong, M. Deistler, 1989 .

On Bayesian Value at Risk: From Linear to Non-Linear Portfolios

Tak Kuen Siu, Hailiang Yang, Howell Tong, 2004 .

Common dynamic structure of canada lynx populations within three climatic regions

H. Tong, N. Stenseth, J. Hurrell, 1999, Science.

STATISTICAL MODELLING OF NONLINEAR LONG-TERM CUMULATIVE EFFECTS

H. Tong, Efang Kong, Yingcun Xia, 2010 .

Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters

Wenyang Zhang, Qiwei Yao, Howell Tong, 2001, Stat. Comput..

A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data

H. Tong, 1982 .

Statistical Analysis I

H. Tong, Kung-Sik Chan, 2001 .

Adaptive orthogonal series estimation in additive stochastic regression models

Jiti Gao, Rodney C. Wolff, Howell Tong, 2002 .

Discussion on the Meeting on Chaos

David S. Broomhead, Douglas W. Nychka, Eric Renshaw, 1992 .

On The Estimation of Pr {Y ⩽ X} for Exponential Families

H. Tong, H. Tong, H. Tong, 1977, IEEE Transactions on Reliability.

Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics"

Hailiang Yang, Howell Tong, H. Tong, 2001 .

On Markov Chain Modeling to Some Weather Data

H. Tong, H. Tong, P. Gates, 1976 .

Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model

H. Tong, D. Pham, K. Chan, 1991 .

Testing for Threshold Regulation in Presence of Measurement Error

H. Tong, Kung-Sik Chan, Greta Goracci, 2024, Statistica Sinica.

On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations

H. Tong, K. Chan, K. S. Chan, 1985, Advances in Applied Probability.

Ergodicity and invertibility of threshold moving-average models

Howell Tong, Shiqing Ling, H. Tong, 2007 .

Frequency-domain approach to the regulation of linear stochastic systems

H. Tong, H. Tong, 1974, Autom..

SOME COMMENTS ON SPECTRAL REPRESENTATIONS

H. Tong, 1973 .

Frontiers in Time Series and Financial Econometrics: An overview ☆

Michael McAleer, Howell Tong, Shiqing Ling, 2015 .

Statistical Tests for Lyapunov Exponents of Deterministic Systems

Rodney C. Wolff, Qiwei Yao, Howell Tong, 2003 .

A simulation study of the estimation of evolutionary spectral functions

Howell Tong, W.‐Y. T. Chan, W.-Y. T. Chan, 1975 .

Linear time dependent systems

Howell Tong, T. Rao, H. Tong, 1974 .

Statistics and finance: an interface

H. Tong, W. Li, W. Chan, 2000 .

Consistent nonparametric order determination and chaos, with discussion

Howell Tong, H. Tong, B. Cheng, 1992 .

On a statistic useful in dimensionality reduction in multivariable linear stochastic system

H. Tong, H. Tong, T. Sugiyama, 1976 .

Statistical Analysis II

Kung-Sik Chan, Howell Tong, H. Tong, 2001 .