A conversation with Howell Tong
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Howell Tong has been an Emeritus Professor of Statistics at the
London School of Economics since October 1, 2009. He was appointed to a
lectureship at the University of Manchester Institute of Science and Technology
shortly after he started his Master program in 1968. He received his Ph.D.
in 1972 under the supervision of Maurice Priestley, thus making him an academic
grandson of Maurice Bartlett. He stayed at UMIST until 1982, when
he took up the Founding Chair of Statistics at the Chinese University of Hong
Kong. In 1986, he returned to the UK, as the first Chinese to hold a Chair of
Statistics in the history of the UK, by accepting the Chair at the University of
Kent at Canterbury. He stayed there until 1997, when he went to the University
of Hong Kong, first as a Distinguished Visiting Professor, and then as the
Chair Professor of Statistics. At the University of Hong Kong, he served as a
Pro-Vice-Chancellor and was the Founding Dean of the Graduate School. He
was appointed to his Chair at the London School of Economics in 1999. He
is a pioneer in the field of nonlinear time series analysis and has been a scientific
leader both in Hong Kong and in the UK. His work on threshold models
has had lasting influence both on theory and applications. He has drawn
important connections between time series and deterministic dynamical systems,
linking statistics with chaos theory, and the models he has developed
have found significant applications in fields as diverse as economics, epidemiology
and ecology. He has made novel contributions to nonparametric
and semi-parametric statistics, especially in model selection and dimension
reduction for time series data. He has written four books (one with Kung-Sik
Chan and another with Bing Cheng) and over 162 papers (sometimes with
collaborators) in Statistics, Ecology, Actuarial Science, Control Engineering,
Reliability, Meteorology, Water Engineering, Engineering Mathematics
and Mathematical Education. His 1990 monograph Non-linear Time Series
Analysis-A Dynamical System Approach is a classic. He is a Foreign Member
of the Norwegian Academy of Science and Letters, an elected member of
the ISI, a Fellow of IMS and an Honorary Fellow of the Institute of Actuaries
(UK). He won a Chinese National Natural Science Prize (Class II) in 2000
and the Royal Statistical Society awarded him the Guy Medal in Silver in
2007.
The following conversation is partly based on an interview that took place
in the Hong Kong University of Science and Technology in July 2013.
[1] Walter L. Smith,et al. ON THE SUPERPOSITION OF RENEWAL PROCESSES , 1954 .
[2] B. Hansen. Threshold autoregression in economics , 2011 .