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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

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

Zhang, Wenyang, Yao, Qiwei, 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, 64 (3). pp. 363-410. ISSN 1369-7412

Tong, Howell (2002) Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, 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. Journal of the Bernoulli Society, 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, 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, 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

Yao, Qiwei, 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 (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, 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 1091-6490

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 (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 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, 60 (4). pp. 781-796. ISSN 1369-7412

Tong, Howell and Yao, Qiwei (1998) Threshold models. Encyclopaedia of Statistical Sciences, 2 . pp. 664-666. ISSN 0960-3174

Fan, Jianqing, Yao, Qiwei 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 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 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 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 (1994) On prediction and chaos in stochastic systems. Philosophical Transactions 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: Physical Sciences and Engineering, 348 (1688). pp. 325-341. ISSN 1364-503X

Yao, Qiwei 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, 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, 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 0172-8393

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, 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.

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. Royal Statistical Society Journal, Series D: the Statistician, 37 (2). pp. 101-110. ISSN 0039-0526

Tong, Howell (1988) Special issue on 'Statistical forecasting and decision-making'. Royal Statistical Society Journal, Series D: the Statistician, 37 (2). pp. 99-241. ISSN 0039-0526

Moenaddin, R and Tong, Howell (1988) A comparison of likelihood ratio test and CUSUM test for threshold autoregression. Royal Statistical Society Journal, Series D: the Statistician, 37 (4/5). pp. 493-494. ISSN 0039-0526

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

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, 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'etudes de Recherche Operationnelle, 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, 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, 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 1520-0450

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, 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 1874-1029

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, 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, 34 . pp. 235-250. ISSN 1369-7412

Book Section

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 and 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 and Sons Ltd, 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, 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 (1997) Some comments on nonlinear time series analysis. In: Voiculescu, Dan-Virgil, (ed.) Free Probability Theory. Fields Institute communications, ISSN 1069-5265,12. American Mathematical Society, Providence, RI, pp. 17-27. ISBN 0821806750

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-Verlag, 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 Co, 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. Clarendon 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, 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. Wiley, 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 Press, 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, 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 Inc, USA, pp. 1-42. ISBN 9780892328260

Tong, Howell (1987) Non-linear time series models of regularly sampled data: a review. In: Prohorov, Yu A and Sazonov, V V, (eds.) Proceedings of the 1st World Congress of the Bernoulli Society : Tashkent, Ussr, 8-14 September 1986. VNU Science Press, Utrecht, NL, pp. 355-367. ISBN 9789067641036

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 B.V, 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 Inc, 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 Inc, USA. ISBN 9780120850501

Monograph

Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei (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. (Unpublished)

Conference or Workshop Item

Tong, Howell (2007) Exploring volatility from a dynamical system perspective. In: 56th session of the International Statistical Institute, 22-29 August 2007, Lisbon, Portugal. (Unpublished)

Wolff, Rodney C., Yao, Qiwei and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In: Cofin 2000 Final Workshop, 6-7 June 2003, Bressanone, Italy. (Unpublished)

Tong, Howell (1980) Catastrophe in time series analysis? In: Journees de statistique, May 1980, Toulouse, France. (Unpublished)

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, Hawaii.

Book

Cheng, Bing and Tong, Howell (2008) Asset pricing: a structural theory and its applications. World Scientific, London, UK. ISBN 9789812704559

Tong, Howell and Chan, K.S (2001) Chaos: a statistical perspective. Springer, New York, USA. ISBN 0387952802

Chan, W.S, Li, W.K and Tong, Howell, eds. (2000) Statistics and finance: an interface. Imperial College Press, London, UK. ISBN 9781860942372

Tong, Howell, ed. (1995) Chaos and forecasting (nonlinear time series & chaos). World Scientific, London, UK. ISBN 9789810221263

Tong, Howell, ed. (1993) Dimension estimation and models. World Scientific, Singapore. ISBN 9789810213534

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-Verlag, New York, USA. ISBN 9780387909189

This list was generated on Tue Jul 22 14:49:13 2014 BST.