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Goracci, Greta, Giannerini, Simone, Chan, Kung Sik and Tong, Howell (2023) Testing for threshold effects in the Tarma framework. Statistica Sinica, 33 (3). pp. 1879-1901. ISSN 1017-0405
Zhang, Xinyu, Li, Dong and Tong, Howell (2023) On the least squares estimation of multiple-threshold-variable autoregressive models. Journal of Business and Economic Statistics. ISSN 0735-0015
Stenseth, Nils Chr, Tao, Yuxin, Zhang, Chutian, Bramanti, Barbara, Büntgen, Ulf, Cong, Xianbin, Cui, Yujun, Zhou, Hu, Dawson, Lorna A., Mooney, Sacha J., Li, Dong, Fell, Henry G., Cohn, Samuel, Sebbane, Florent, Slavin, Philip, Liang, Wannian, Tong, Howell, Yang, Ruifu and Xu, Lei (2022) No evidence for persistent natural plague reservoirs in historical and modern Europe. Proceedings of the National Academy of Sciences of the United States of America, 119 (51). ISSN 0027-8424
Zhang, Xinyu and Tong, Howell (2022) Asymptotic theory of principal component analysis for time series data with cautionary comments. Journal of the Royal Statistical Society. Series A: Statistics in Society, 185 (2). 543 - 565. ISSN 0964-1998
Li, Dong and Tong, Howell (2020) On an absolute autoregressive model and skew symmetric distributions. Statistica, 80 (2). 177 - 198. ISSN 0390-590X
Hsu, Hsiang Ling, Ing, Ching Kang and Tong, Howell (2019) On model selection from a finite family of possibly misspecified time series models. Annals of Statistics, 47 (2). pp. 1061-1087. ISSN 0090-5364
Zeng, Xianli, Xia, Yingcun and Tong, Howell (2018) Jackknife approach to the estimation of mutual information. Proceedings of the National Academy of Sciences of the United States of America, 115 (40). pp. 9956-9961. ISSN 0027-8424
Gao, Zhaoxing, Ling, Shiqing and Tong, Howell (2018) Tests for tar models VS. star models-a separate family of hypotheses approach. Statistica Sinica, 28 (4). pp. 2857-2883. ISSN 1017-0405
Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2017) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38 (2). pp. 243-265. ISSN 0143-9782
Li, Dong and Tong, Howell (2016) Nested sub-sample search algorithm for estimation of threshold models. Statistica Sinica, 26 (4). pp. 1543-1554. ISSN 1017-0405
Tong, Howell (2012) Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Statistical Methods and Applications, 21 (3). pp. 335-339. ISSN 1618-2510
Ling, Shiqing and Tong, Howell (2011) Score based goodness-of-fit tests for time series. Statistica Sinica, 21 (4). pp. 1807-1829. ISSN 1017-0405
Xia, Yingcun and Tong, Howell (2011) Discussion of "Feature matching in time series modeling": Rejoinder. Statistical Science, 26 (1). pp. 59-61. ISSN 0883-4237
Xia, Yingcun and Tong, Howell (2011) Feature matching in time series modeling. Statistical Science, 26 (1). pp. 21-46. ISSN 0883-4237
Song, Na, Siu, Tak Kuen, Ching, Wa-Ki, Tong, Howell and Yang, Hailiang (2011) Asset allocation under threshold autoregressive models. Applied Stochastic Models in Business and Industry, 28 (1). pp. 60-72. ISSN 1524-1904
Ng, K.W. and Tong, Howell (2011) Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Statistics and Its Interface, 4 (1). pp. 95-103. ISSN 1938-7997
Tong, Howell (2011) Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Statistics and Its Interface, 4 (2). pp. 135-136. ISSN 1938-7997
Chan, Kung-Sik and Tong, Howell (2010) A note on the invertibility of nonlinear ARMA models. Journal of Statistical Planning and Inference, 140 (12). pp. 3709-3714. ISSN 0378-3758
Kong, Efang, F, Tong, Howell and Xia, Yingcun (2010) Statistical modelling of nonlinear long-term cumulative effects. Statistica Sinica, 20 (3). pp. 1097-1123. ISSN 1017-0405
Tong, Howell, Pan, Jiazhu and Wang, Hui (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142 (1). pp. 352-378. ISSN 0304-4076
Tong, Howell and Ling, S (2007) Ergodicity and invertibility of threshold MA models. Bernoulli, 13 (1). pp. 161-168. ISSN 1350-7265
Tong, Howell (2007) Birth of the threshold time series model. Statistica Sinica, 17 (1). pp. 8-14. ISSN 1017-0405
Tong, Howell, Xia, Y and Li, W.K (2007) Threshold variable selection using nonparametric methods. Statistica Sinica, 17 (1). pp. 265-288. ISSN 1017-0405
Tong, Howell, Sun, Y and Zhang, W (2007) Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35 (6). pp. 2795-2814. ISSN 0090-5364
Tong, Howell, Dong, Chaohua and Gao, Jiti (2007) Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17 (1). pp. 99-114. ISSN 1017-0405
Tong, Howell and Xia, Y (2006) Cumulative effects of air pollution on public health. Statistics in Medicine, 25 (20). pp. 3548-3559. ISSN 0277-6715
Siu, Tak Kien, Tong, Howell and Yang, Hailiang (2006) Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of Industrial and Management Optimization, 2 (2). pp. 177-197. ISSN 1547-5816
Tong, Howell, Matsuda, Y and Yajima, Y (2006) Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12 (2). pp. 221-249. ISSN 1350-7265
Chan, W., Ng, M. W. and Tong, Howell (2006) On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of Actuarial Science, 1 (1). pp. 103-128. ISSN 1748-4995
Chan, K.S, Ho, L-H and Tong, Howell (2006) A note on time-reversibility of multivariate linear processes. Biometrika, 93 (1). pp. 221-227. ISSN 0006-3444
Tong, Howell and Ling, S (2005) Testing for a linear MA model against threshold MA models. Annals of Statistics, 33 (6). pp. 2529-2552. ISSN 0090-5364
Tong, Howell and Zhang, Z (2005) On time-reversibility of multivariate linear processes. Statistica Sinica, 15 (2). pp. 495-504. ISSN 1017-0405
Tong, Howell, Xia, Y and Zhang, W (2004) Efficient estimation for semivarying-coefficient models. Biometrika, 91 (3). pp. 661-681. ISSN 0006-3444
Tong, Howell, Siu, T.K and Yang, H (2004) On Bayesian value at risk: from linear to non-linear portfolios. Asian Pacific Financial Markets, 11 (2). pp. 161-184. ISSN 1387-2834
Wolff, Rodney C., Yao, Qiwei 
ORCID: 0000-0003-2065-8486 and Tong, Howell
(2004)
Statistical tests for Lyapunov exponents of deterministic systems.
Studies in Nonlinear Dynamics and Econometrics, 8 (2).
174 - 193.
ISSN 1081-1826
Chan, K.S, Tong, Howell and Stenseth, Nils C (2004) Testing for common structures in a panel of threshold models. Biometrics, 60 (1). pp. 225-232. ISSN 1541-0420
Li, W K, Tong, Howell, Xia, Y and Zhang, D (2004) A goodness-of-fit test for single-index models. Statistica Sinica, 14 (1). pp. 1-28. ISSN 1017-0405
Tong, Howell, Siu, T.K and Yang, H (2004) On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American Actuarial Journal, 8. pp. 17-31. ISSN 1092-0277
Gao, Jiti and Tong, Howell (2004) Semiparametric non-linear time series model selection. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66 (2). pp. 321-336. ISSN 1369-7412
Chan, Wai-Sum, Wong, Albert C S and Tong, Howell (2004) Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8 (4). pp. 37-61. ISSN 1092-0277
Tong, Howell and Zhang, Z (2004) A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20. pp. 259-269. ISSN 1001-4268
Tong, Howell and Chan, K.S (2004) A note on testing for multi-modality with dependent data. Biometrika, 91 (1). pp. 113-123. ISSN 0006-3444 (Submitted)
Zhang, Wenyang, Yao, Qiwei ORCID: 0000-0003-2065-8486, Tong, Howell and Stenseth, Nils Chr
(2003)
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction.
Biometrics, 59 (4).
pp. 813-821.
ISSN 1541-0420
Tong, Howell, Xia, Y and Zhu, L (2002) An adaptive estimation of dimension reduction space, with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 64 (3). pp. 363-410. ISSN 1369-7412
Tong, Howell (2002) Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, English Series, 18 (2). pp. 177-184. ISSN 0168-9673
Tong, Howell and Chan, K.S (2002) A note on the equivalence of two approaches for specifying a Markov process. Bernoulli, 8 (1). pp. 117-122. ISSN 1350-7265
Gao, J, Tong, Howell and Wolff, Rodney C (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12 (2). pp. 409-428. ISSN 1017-0405
Gao, J, Wolff, R C L and Tong, Howell (2002) Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis, 83 (2). pp. 324-359. ISSN 0047-259X
Xia, Yingcun, Tong, Howell and Li, W. K. (2002) Single-index volatility models and estimation. Statistica Sinica, 12 (3). pp. 785-799. ISSN 1017-0405
Yao, Qiwei ORCID: 0000-0003-2065-8486, Yang, Wengyan and Tong, Howell
(2001)
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters.
Statistics and Computing, 11 (4).
pp. 367-371.
ISSN 0960-3174
Tong, Howell and Zhang, Zhiqiang (2001) On some distributional properties of a first order non-negative bilinear time series model. Journal of Applied Probability, 38 (3). 659 -671. ISSN 0021-9002
Yao, Qiwei ORCID: 0000-0003-2065-8486, Finkenstädt, Bärbel F. and Tong, Howell
(2001)
A conditional density approach to the order determination of time series.
Statistics and Computing, 11 (3).
pp. 229-240.
ISSN 0960-3174
Tong, Howell (2001) A personal journey through time series in Biometrika. Biometrika, 88 (1). pp. 195-218. ISSN 0006-3444
Siu, Tak Kuen, Tong, Howell and Yang, Hailiang (2001) Bayesian risk measures for derivatives for random Esscher transform. North American Actuarial Journal, 5 (3). pp. 78-91. ISSN 1092-0277
Tong, Howell and Yang, Hailiang (2001) 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". Journal of the Royal Statistical Society. Series B: Statistical Methodology, 63 (2). pp. 232-233. ISSN 1369-7412
Yao, Qiwei ORCID: 0000-0003-2065-8486, Tong, Howell, Finkenstädt, Bärbel and Stenseth, Nils Chr
(2000)
Common structure in panels of short time series.
Proceedings of the Royal Society: B Biological Sciences, 267 (1460).
pp. 2459-2467.
ISSN 1471-2954
Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2000)
Nonparametric estimation of ratios of noise to signal in stochastic regression.
Statistica Sinica, 10 (3).
pp. 751-770.
ISSN 1017-0405
Xia, Yingcun, Tong, Howell, Li, W K and Zhu, Li-Xing (2000) On the estimation of an instantaneous transformation for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 62 (2). pp. 383-397. ISSN 1369-7412
Diks, C and Tong, Howell (1999) A test for symmetries of multivariate probability distributions. Biometrika, 86 (3). pp. 605-614. ISSN 0006-3444
Stenseth, N.C, Chan, K.S, Boonstra, S, Boutin, S, Krebs, C.J, Post, E, O'Donoghue, M, Yoccoz, N.G, Forchhammer, M.C, Hurrell, J.W and Tong, Howell (1999) Common dynamic structure of Canadian lynx populations within three geoclimate regions. Science, 285 (5430). pp. 1071-1077. ISSN 0036-8075
Li, W.K, Tong, Howell and Xia, Y (1999) On extended partially linear single-index models. Biometrika, 86 (4). pp. 831-842. ISSN 0006-3444
Tong, Howell (1999) Some recent nonparametric tools for time series data analysis. Bulletin of the International Statistical Institute, 53rd s (Tome 5). pp. 387-390. ISSN 0074-8609
Tong, Howell, Stenseth, Nils C, Chan, K S, Falck, W, Bjornstad, O N, O'Donoghue, M, Boonstra, R, Krebs, C J and Yoccoz, N G (1998) From patterns to processes: phase- and density-dependence in the Canadian lynx cycle. Proceedings of the National Academy of Sciences of the United States of America, 95 (26). pp. 15430-15435. ISSN 0027-8424
Tong, Howell, Stenseth, Nils C, Chan, K.S and Framstad, E (1998) Phase and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes. Proceedings of the Royal Society: B Biological Sciences, 265 (1409). pp. 1957-1968. ISSN 1471-2954
Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486
(1998)
Cross-validatory bandwidth selection for regression estimation based on dependent data.
Journal of Statistical Planning and Inference, 68 (2).
pp. 387-415.
ISSN 0378-3758
Tong, Howell and Cheng, Bing (1998) K-stationarity and wavelets. Journal of Statistical Planning and Inference, 68 (1). pp. 129-144. ISSN 0378-3758
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(1998)
A bootstrap detection for operational determinism.
Physica D: Nonlinear Phenomena, 115 (1/2).
pp. 49-58.
ISSN 0167-2789
Tong, Howell and Stockis, J-P (1998) On the statistical inference of a machine generated autoregressive AR(1) model. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 60 (4). pp. 781-796. ISSN 1369-7412
Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(1996)
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems.
Biometrika, 83 (1).
pp. 189-206.
ISSN 0006-3444
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(1996)
Asymmetric least squares regression estimation: a nonparametric approach.
Journal of Nonparametric Statistics, 6 (2-3).
pp. 273-292.
ISSN 1048-5252
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(1995)
On initial-condition sensitivity and prediction in nonlinear stochastic systems.
Bulletin of the International Statistical Institute, 50 (4).
pp. 395-412.
ISSN 0074-8609
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(1994)
On subset selection in non-parametric stochastic regression.
Statistica Sinica, 4 (1).
pp. 51-70.
ISSN 1017-0405
Tong, Howell (1994) Is bilinear model an illusion? Statistique et Analyse des Donnees: Bulletin de L'association des Statisticiens Universitaires, 15. pp. 57-60. ISSN 0750-7364
Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486
(1994)
On prediction and chaos in stochastic systems.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348 (1688).
pp. 357-369.
ISSN 1364-503X
Cheng, B and Tong, Howell (1994) Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348 (1688). pp. 325-341. ISSN 1364-503X
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(1994)
Quantifying the influence of initial values on nonlinear prediction.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 56 (4).
pp. 701-725.
ISSN 1369-7412
Chan, K S and Tong, Howell (1994) A note on noisy chaos. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 56 (2). pp. 301-311. ISSN 1369-7412
Cheng, B and Tong, Howell (1993) On residual sums of squares in non-parametric autoregression. Stochastic Processes and Their Applications, 48 (1). pp. 157-174. ISSN 0304-4149
Tong, Howell (1993) Between chance and chaos. Twenty-First Century, 20. pp. 90-98. ISSN 1017-5725
Sorour, A E and Tong, Howell (1993) A note on tests for threshold-type nonlinearity in open loop systems. Journal of Applied Statistics, 42 (1). pp. 95-104. ISSN 0266-4763
Cheng, B and Tong, Howell (1992) Consistent nonparametric order determination and chaos, with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 54 (2). pp. 427-449. ISSN 1369-7412
Tong, Howell (1992) Contrasting aspects of nonlinear time series analysis. IMA Volumes in Mathematics and Its Applications, 45. pp. 357-370. ISSN 0940-6573
Tong, Howell (1992) Some comments on a bridge between nonlinear dynamicists and statisticians. Physica Didactica, 58. pp. 299-303. ISSN 0340-2134
Cheng, B and Tong, Howell (1992) A note on one-dimensional chaotic maps under time reversal. Advances in Applied Probability, 24 (1). pp. 219-220. ISSN 0001-8678
Chan, K.S, Tong, Howell and Pham, D.T (1991) Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Statistica Sinica, 1 (2). pp. 361-369. ISSN 1017-0405
Tong, Howell and Yeung, I (1991) Threshold autoregressive modelling in continuous time. Statistica Sinica, 1 (2). pp. 411-430. ISSN 1017-0405
Tong, Howell and Yeung, I (1991) On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of Applied Statistics, 40 (1). pp. 43-62. ISSN 0266-4763
Moeanaddin, R and Tong, Howell (1990) Numerical evaluation of distributions in non-linear autoregression. Journal of Time Series Analysis, 11 (1). pp. 33-48. ISSN 0143-9782
Dabas, P and Tong, Howell (1990) Clusters of time series models: an example. Journal of Applied Statistics, 17 (2). pp. 187-198. ISSN 0266-4763
Chan, K S and Tong, Howell (1990) On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 52 (3). pp. 469-476. ISSN 1369-7412
Tong, Howell and Yeung, I (1990) On tests for threshold-type non-linearity in irregularly space time series. Journal of Statistical Computation and Simulation, 34 (4). pp. 177-194. ISSN 0094-9655
Hau, M C and Tong, Howell (1990) A practical method for outlier detection in autoregressive time series modelling. Stochastic Hydrology and Hydraulics, 3 (4). pp. 241-260. ISSN 0931-1955
Tong, Howell (1989) Nonlinear time series models of regularly sampled data: a review. Progress in Mathematics, 18. pp. 22-43. ISSN 0743-1643
Chan, K S, Pham, D T and Tong, Howell (1989) Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Bulletin of the International Statistical Institute, 47th s (2). pp. 202-203. ISSN 0074-8609
Moenaddin, R and Tong, Howell (1988) On multi-step non-linear least-squares predication. Journal of the Royal Statistical Society. Series D: The Statistician, 37 (2). pp. 101-110. ISSN 1467-9884
Tong, Howell (1988) Special issue on 'Statistical forecasting and decision-making'. Journal of the Royal Statistical Society. Series D: The Statistician, 37 (2). pp. 99-241. ISSN 1467-9884
Moenaddin, R and Tong, Howell (1988) A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Journal of the Royal Statistical Society. Series D: The Statistician, 37 (4/5). pp. 493-494. ISSN 1467-9884
Tong, Howell (1988) A note on local parameter orthogonality and Levinson-Durbin algorithm. Biometrika, 75 (4). pp. 788-789. ISSN 0006-3444
Chan, K S and Tong, Howell (1987) A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Journal of Time Series Analysis, 8 (3). pp. 277-281. ISSN 0143-9782
Chan, K.S and Tong, Howell (1986) On estimating thresholds in autoregressive models. Journal of Time Series Analysis, 7 (3). pp. 179-190. ISSN 0143-9782
Chan, K.S and Tong, Howell (1986) A note on certain integral equations associated with non-linear time series analysis. Probability Theory and Related Fields, 73 (1). pp. 153-158. ISSN 0178-8051
Chan, K S and Tong, Howell (1986) On tests for non-linearity in time series analysis. Journal of Forecasting, 5 (4). pp. 217-228. ISSN 0277-6693
Chan, K.S and Tong, Howell (1985) On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Advances in Applied Probability, 17 (3). pp. 666-678. ISSN 0001-8678
Tong, Howell, Thanoon, B and Gudmundsson, G (1985) Threshold time series modelling of two Icelandic riverflow systems. Water Resources Bulletin, 21 (4). pp. 651-661. ISSN 0043-1370
Chan, K.S, Petruccelli, J.D, Woolford, S.W and Tong, Howell (1985) A multiple threshold AR(1)model. Journal of Applied Probability, 22 (2). pp. 267-279. ISSN 0021-9002
Chan, K.S and Tong, Howell (1984) A note on sub-system and system stability. Journal of Engineering Mathematics, 1 (2). pp. 43-51. ISSN 0022-0833
Tong, Howell (1983) A note on delayed autoregressive process in continuous time. Biometrika, 70 (3). pp. 710-712. ISSN 0006-3444
Tong, Howell, Wang, S.R and An, H.Z (1983) On the distribution of a simple stationary bilinear process. Journal of Time Series Analysis, 4 (3). pp. 209-216. ISSN 0143-9782 (Submitted)
Pemberton, J and Tong, Howell (1983) Threshold autoregression and some frequency-domain characteristics. Handbook of Statistics, 3. pp. 249-273. ISSN 0169-7161
Tong, Howell (1982) Discontinuous decision processes and threshold autoregressive time series modelling. Biometrika, 69 (1). pp. 274-276. ISSN 0006-3444
Tong, Howell (1982) A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data. Journal of Time Series Analysis, 3 (2). pp. 137-140. ISSN 0143-9782
Tong, Howell and Hua, L K (1982) Some personal experiences in popularising mathematical methods in the People's Republic of China. International Journal of Mathematical Education in Science and Technology, 13 (4). pp. 371-386. ISSN 0020-739X
Tong, Howell (1981) A note on a Markov bilinear stochastic process in discrete time. Journal of Time Series Analysis, 2 (4). pp. 279-284. ISSN 0143-9782
Pemberton, J and Tong, Howell (1981) A note on the distribution of non-linear autoregressive stochastic processes. Journal of Time Series Analysis, 2 (1). pp. 49-52. ISSN 0143-9782
Tong, Howell and Ghaddar, D K (1981) Data transformation and self-exciting threshold autoregression. Journal of the Royal Statistical Society. Series C: Applied Statistics, 30. pp. 238-248. ISSN 0035-9254
Tong, Howell and Pemberton, J (1980) On stability and limit cycles of non-linear autoregression in discrete time. Cahiers du Centre d'études de Recherche Opérationnelle, 22 (2). pp. 137-148. ISSN 0008-9737
Tong, Howell and Lim, K S (1980) Threshold autoregression, limit cycles and cyclical data- with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 42 (3). pp. 245-292. ISSN 1369-7412
Tong, Howell (1979) Final prediction error and final interpolation error: a paradox? IEEE Transactions on Information Theory, 25 (6). 758 -759. ISSN 0018-9448
Tong, Howell (1979) A note on a local equivalence of two recent approaches to autoregressive order determination. International Journal of Control, 29 (3). pp. 441-446. ISSN 0020-7179
Tong, Howell (1978) On the asymptotic joint distribution of the estimated autoregressive coefficients. International Journal of Control, 27. pp. 801-807. ISSN 0020-7179
Tong, Howell (1977) More on AR model fitting with noisy data by AIC. IEEE Transactions on Information Theory, 23 (3). pp. 409-410. ISSN 0018-9448
Tong, Howell (1977) On the estimation of Pr{Y < X} for exponential families. IEEE Transactions on Reliability, R-26. pp. 54-56. ISSN 0018-9529
Tong, Howell (1977) Some comments on the Canadian Lynx data with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 140 (4). pp. 432-436. ISSN 1369-7412
Tong, Howell and Gates, P (1976) On Markov chain modelling to some weather data. Journal of Applied Meteorology, 15 (11). pp. 1145-1151. ISSN 0894-8763
Tong, Howell (1976) Fitting a smooth average to noisy data. IEEE Transactions on Information Theory, IT-22. pp. 493-496. ISSN 0018-9448
Sugiyama, T and Tong, Howell (1976) On a statistic useful for dimensionality reduction of linear stochastic systems. Communications in Statistics - Theory and Methods, 5 (8). pp. 711-721. ISSN 0361-0926
Tong, Howell (1975) Determination of the order of a Markov chain by Akaike's information criterion. Journal of Applied Probability, 12 (3). pp. 488-497. ISSN 0021-9002
Tong, Howell (1975) Autoregressive model fitting with noisy data by Akaike's information criterion. IEEE Transactions on Information Theory, IT-21. pp. 476-480. ISSN 0018-9448
Tong, Howell (1975) Letter to the editor. Technometrics, 17. p. 393. ISSN 0040-1706
Tong, Howell and Chan, W-Y T (1975) A simulation study of the estimation of evolutionary spectral functions. Journal of the Royal Statistical Society. Series C: Applied Statistics, 24 (3). pp. 334-341. ISSN 0035-9254
Priestley, Mark, Subba Rao, T and Tong, Howell (1974) Applications of principal component analysis and factor analysis in stochastic control systems. IEEE Transactions on Automatic Control, AC-19. pp. 730-734. ISSN 0018-9286
Tong, Howell (1974) Frequency-domain approach to regulation of linear stochastic systems. Automatica, 10 (5). pp. 533-538. ISSN 0005-1098 (Submitted)
Subba Rao, T and Tong, Howell (1974) Identification of the covariance structure of state space models. Bulletin of the Institute of Mathematics and Its Applications, 11 (5/6). pp. 2001-203. ISSN 0950-5628
Tong, Howell and Subba Rao, T (1974) Linear time-dependent systems. IEEE Transactions on Automatic Control, 19 (6). pp. 730-734. ISSN 0018-9286
Tong, Howell (1974) Note on the estimation of Pr{Y<X} in the negative exponential case. Technometrics, 16. p. 625. ISSN 0040-1706
Tong, Howell (1974) On time-dependent linear transformations of non-stationary stochastic processes. Journal of Applied Probability, 11 (1). pp. 53-62. ISSN 0021-9002
Subba Rao, T and Tong, Howell (1973) On some tests for time-dependence of a transfer function. Biometrika, 60 (3). pp. 589-597. ISSN 0006-3444
Priestley, Mark and Tong, Howell (1973) On the analysis of bivariate non-stationary processes: with discussion. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 35. pp. 153-166. ISSN 1369-7412
Tong, Howell (1973) Some comments on spectral representations of non-stationary stochastic processes. Journal of Applied Probability, 10. pp. 881-885. ISSN 0021-9002
Subba Rao, T and Tong, Howell (1972) A test for time-dependence of linear open loop systems. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 34. pp. 235-250. ISSN 1369-7412
Tong, Howell and Xia, Y (2006) On efficiency of estimation for a single-index model. In: Fan, J and Koul, H, (eds.) Frontiers in Statistics. Imperial College Press, London, UK, pp. 63-85. ISBN 9781860946981
Tong, Howell (2005) Non-linear time series analysis. In: Encyclopedia of Biostatistics. John Wiley & Sons, pp. 3020-3040. ISBN 9780471975762
Chan, K S and Tong, Howell (2002) Dynamic model. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. John Wiley & Sons, pp. 574-578. ISBN 0471899976
Tong, Howell and Li, W K (2001) Advanced methods. In: Baltes, Paul B and Smelser, Neil J, (eds.) International Encyclopedia of the Social and Behavioral Sciences. Elsevier (Firm), Amsterdam, NL, pp. 15699-15704. ISBN 0080430767
Cheng, B and Tong, Howell (2000) Interval prediction of financial time series. In: Chan, K.S, Li, W.K and Tong, Howell, (eds.) Statistics and Finance: an Interface. Imperial College Press, London, UK, pp. 245-260. ISBN 9781860942372
Tong, Howell (2000) A note on kernel estimation in integrated time series. In: Chan, K.S, Li, W.K and Tong, Howell, (eds.) Statistics and Finance: an Interface. Imperial College Press, London, UK, pp. 86-96. ISBN 9781860942372
Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486
(1998)
Threshold models.
In:
Encyclopedia of Statistical Sciences.
Wiley InterScience, pp. 664-666.
Cheng, B and Tong, Howell (1996) A theory of wavelet representation and decomposition for a general stochastic process. In: Robinson, P.M and Rosenblatt, M, (eds.) Athens Conference on Applied Probability and Time Series: Time Series Analysis in Memory of E.J. Hannan. Springer Berlin / Heidelberg, New York, USA, pp. 115-129. ISBN 9780387947877
Cheng, B and Tong, Howell (1996) On delay co-ordinates in stochastic dynamical systems. In: van Strien, S.J and Verduyn Lunel, S.M, (eds.) Stochastic and Spatial Structures of Dynamical Systems. North-Holland Publishing Company, Holland, pp. 29-37. ISBN 9780444858092
Tong, Howell (1995) An overview on chaos. In: Titterington, D.M, (ed.) Complex Stochastic Systems and Engineering: Conference Proceedings (Institute of Mathematics and Its Applications Conference Serie. Oxford University Press, London, UK, pp. 3-11. ISBN 9780198534853
Tong, Howell (1994) Akaike's approach can yield constant order determination. In: Bozdogan, H, (ed.) Frontiers of Statistical Modeling: an Informational Approach: 1st Us/Japan Conference: Papers. Kluwer Academic Publishers, London, UK, pp. 93-103. ISBN 9780792325994
Tong, Howell (1994) Comments on prediction by nonlinear least squares methods. In: Kelly, F P, (ed.) Probability, Statistics and Optimization: a Tribute to Peter Whittle. Wiley Series in Probability and Statistics. John Wiley & Sons, Chichester, UK. ISBN 9780471948292
Cheng, B and Tong, Howell (1993) Nonparametric function estimation in noisy chaos. In: Rao, T.Subba, (ed.) Developments in Time Series Analysis: in Honour of Maurice B.Priestley. Chapman and Hall, London, UK, pp. 183-206. ISBN 9780412492600
Chan, K S, Moeanaddin, R and Tong, Howell (1992) Likelihood plots, influential data and reparametrization in nonlinear time series modelling. In: Chao, Min-Te and Cheng, Philip E, (eds.) Proceedings of 1990 Taipei Symposium in Statistics. Institute of Statistical Science, Academia Sinica, Tapei, Taiwan, pp. 37-62. ISBN 9576710162
Tong, Howell (1989) Threshold stability, non-linear forecasting and irregularly sampled data. In: Hackl, P, (ed.) Statistical Analysis and Forecasting of Economic Structural Change. Springer Berlin / Heidelberg, Berlin, pp. 279-296. ISBN 3540514546
Chan, K.S and Tong, Howell (1989) A survey of the statistical analysis of univariate threshold autoregressive models. In: Mariano, R, (ed.) Advances in Statistical Analysis and Statistical Computing: Advances in Statistical Analysis and Statistical Computing. JAI Press, USA, pp. 1-42. ISBN 9780892328260
Wu, Z.M and Tong, Howell (1982) Multi-step-ahead forecasting of cyclical data by threshold autoregression. In: Anderson, O.D, (ed.) Time Series Analysis: Theory and Practice Pt. 2, Proceedings of the International Conference Held in Dublin, Ireland, March 1982. Elsevier (Firm), North-Holland, pp. 733-753. ISBN 0444865365
Tong, Howell (1978) On a threshold model. In: Chen, C, (ed.) Pattern Recognition and Signal Processing. NATO ASI Series E: Applied Sc. (29). Sijthoff & Noordhoff, Netherlands, pp. 575-586. ISBN 9789028609785
Priestley, Mark, Subba Rao, T and Tong, Howell (1973) Identification of the structure of multivariate stochastic systems. In: Krishnaiah, Paruchuri R, (ed.) Multivariate Analysis Iii. Academic Press, New York, US. ISBN 9780124266537
Subba Rao, T and Tong, Howell (1973) On time-dependent linear stochastic control systems. In: Bell, DJ, (ed.) Recent Mathematical Developments in Control. Academic Press, USA. ISBN 9780120850501
Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2002)
Nonlinear time series modelling of highly fluctuating biological population over space - main results.
.
Department of Statistics, London School of Economics and Political Science, London, UK.
(Submitted)
Tong, Howell (2007) Exploring volatility from a dynamical system perspective. In: 56th session of the International Statistical Institute, 2007-08-22 - 2007-08-29, Lisbon, Portugal, PRT. (Submitted)
Wolff, Rodney C., Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell
(2003)
Statistical tests for Lyapunov exponents of deterministic systems.
In: Cofin 2000 Final Workshop, 2003-06-06 - 2003-06-07, Bressanone, Italy, ITA.
(Submitted)
Tong, Howell (1980) Catastrophe in time series analysis? In: Journees de statistique, 1980-05-01, Toulouse, France, FRA. (Submitted)
Ozaki, T and Tong, Howell (1975) On fitting of non-stationary autoregressive models in time series analysis. In: Proceedings of the 8th Hawaii International Conference on System Science, 1975-01-01, Hawaii, United States, USA.
Cheng, Bing and Tong, Howell (2008) Asset pricing: a structural theory and its applications. World Scientific (Firm), London, UK. ISBN 9789812704559
Tong, Howell and Chan, K.S (2001) Chaos: a statistical perspective. Springer Berlin / Heidelberg, New York, USA. ISBN 0387952802
Tong, Howell (1990) Non-linear time series: a dynamical system approach. Oxford University Press, Oxford, UK. ISBN 019852224X
Tong, Howell (1983) Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21. Springer Berlin / Heidelberg, New York, USA. ISBN 9780387909189
