Howell Tong

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Applications of principal component analysis and factor analysis in stochastic control systems

Mark Priestley, T. Subba Rao, Howell Tong, 1974 .

A Test for Time‐Dependence of Linear Open‐Loop Systems

T. Subba Rao, Howell Tong, 1972 .

On time-dependent linear stochastic control systems

T. Subba Rao, Howell Tong, 1973 .

A Conditional Density Approach to the Order Determination of Time Series

Qiwei Yao, Howell Tong, Bärbel Finkenstädt, 2001, Stat. Comput..

A simulation study of the estimation of evolutionary spectral functions

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

Final prediction error and final interpolation error: A paradox? (Corresp.)

Howell Tong, 1979, IEEE Trans. Inf. Theory.

Asset allocation under threshold autoregressive models

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

More on AR model fitting with noisy data by AIC

Howell Tong, 1977 .

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

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

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

Howell Tong, 2012, Stat. Methods Appl..

Nonlinear Time Series Analysis

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

Royal-Statistical-Society Meeting on Chaos - Discussion

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

A note on kernel estimation in integrated time series

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

Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)

Howell Tong, 1975, IEEE Trans. Inf. Theory.

1. Networks and Chaos—Statistical and Probabilistic Aspects

Wilfrid S. Kendall, Jens Ledet Jensen, Howell Tong, 1995 .

Non-linear time series analysis

Howell Tong, H. Tong, 2005 .

Interval prediction of financial time series

Howell Tong, B Cheng, 2000 .

Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use

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

Discussion on the Meeting on Chaos

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

On efficiency of estimation for a single-index model

Howell Tong, Y Xia, 2006 .

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

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

Chaos: A Statistical Perspective

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

On delay co-ordinates in stochastic dynamical systems

Howell Tong, B Cheng, 1996 .

Testing for Threshold Effects in the TARMA Framework

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

Quantifying the influence of initial values on nonlinear prediction

Qiwei Yao, Howell Tong, 1994 .

On Multi‐Step Non‐Linear Least Squares Prediction

Howell Tong, R. Moeanaddin, 1988 .

A test for symmetries of multivariate probability distributions

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

A Comparison of Likelihood Ratio Test and Cusum Test for Threshold Autoregression

Howell Tong, R. Moeanaddin, 1988 .

Nonparametric estimation of ratios of noise to signal in stochastic regression

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

Cumulative effects of air pollution on public health

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

Threshold Models in Time Series Analysis-30 Years On

Howell Tong, H. Tong, 2011 .

Dimension estimation and models

Howell Tong, H. Tong, 1993 .

On time-dependent linear transformations of non-stationary stochastic processes

Howell Tong, 1974 .

Statistics and finance: an interface

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

THRESHOLD VARIABLE SELECTION USING NONPARAMETRIC METHODS

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

ON TIME-REVERSIBILITY OF MULTIVARIATE LINEAR PROCESSES

Howell Tong, Zhiqiang Zhang, 2005 .

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

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

Discontinuous decision processes and threshold autoregressive time series modelling

Howell Tong, 1982 .

Statistical Analysis II

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

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

Howell Tong, Howell Tong, T Ozaki, 1975 .

Some Comments on the Canadian Lynx Data

Howell Tong, H. Tong, 1977 .

A Statistical Approach to Difference-Delay Equation Modelling in Ecology — Two Case Studies

Howell Tong, K. S. Lim, H. Tong, 1983 .

Identification of the Structure of Multivariable Stochastic Systems

T. Subba Rao, Howell Tong, Mark Priestley, 1973 .

The Analysis of Time Series: An Introduction

Howell Tong, Howell Tong, 1981 .

Feature Matching in Time Series Modeling

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

Non-Linear Time Series

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

Model Specification Tests in Nonparametric Stochastic Regression Models

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

ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS

Howell Tong, Wang Shou-Ren, An Hongzhi, 1983 .

A multiple-threshold AR(1) model

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

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

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

Adaptive orthogonal series estimation in additive stochastic regression models

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

Discussion of "Feature matching in time series modeling": Rejoinder

Yingcun Xia, Howell Tong, 2011 .

On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series

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

The asymptotic joint distribution of the estimated autoregressive coefficients

Howell Tong, 1978 .

Bayesian Risk Measures for Derivatives via Random Esscher Transform

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

On subset selection in non-parametric stochastic regression

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

Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion

Yoshihiro Yajima, Howell Tong, Yasumasa Matsuda, 2006 .

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

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

Consistent nonparametric order determination and chaos, with discussion

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

TESTING FOR A LINEAR MA MODEL AGAINST THRESHOLD MA MODELS

Howell Tong, Shiqing Ling, 2005 .

Nonparametric and semiparametric regression model selection

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

Nested sub-sample search algorithm for estimation of threshold models

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

Nonparametric function estimation in noisy chaos

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

Some comments on a bridge between nonlinear dynamicists and statisticians

Howell Tong, H. Tong, 1992 .

Identification of the covariance structure of state space models

T. Subba Rao, Howell Tong, 1974 .

A note on a local equivalence of two recent approaches to autoregressive order determination

Howell Tong, 1979 .

On extended partially linear single-index models

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

Jackknife approach to the estimation of mutual information

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

Efficient estimation for semivarying‐coefficient models

Yingcun Xia, Howell Tong, Wenyang Zhang, 2004 .

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

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

Option pricing under threshold autoregressive models by threshold Esscher transform

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

Some comments on the Canadian Lynx data with discussion

Howell Tong, 1977 .

Threshold autoregression, limit cycles and cyclical data- with discussion

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

Numerical Evaluation Of Distributions In Non‐Linear Autoregression

Howell Tong, R. Moeanaddin, 1990 .

Some comments on spectral representations of non-stationary stochastic processes

Howell Tong, H. Tong, 1973, Journal of Applied Probability.

Frontiers in Time Series and Financial Econometrics: An overview ☆

Michael McAleer, Howell Tong, Shiqing Ling, 2015 .

On some tests for the time dependence of a transfer function

T. Subba Rao, Howell Tong, 1973 .

Nonlinear Time Series Analysis Since 1990: Some Personal Reflections

Howell Tong, H. Tong, 2002 .

On the Analysis of Bivariate Non‐Stationary Processes

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

Linear time dependent systems

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

Ergodicity and invertibility of threshold moving-average models

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

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

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

Statistical Tests for Lyapunov Exponents of Deterministic Systems

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

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

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

On Likelihood Ratio Tests for Threshold Autoregression

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

Semiparametric penalty function method in partially linear model selection

Jiti Gao, Howell Tong, Chaohua Dong, 2006 .

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

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

A Note on Noisy Chaos

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