

H. TONG
Professor of Statistics
BSc, MSc, PhD(Manc); HonFIA, CStat,


Office: 
Room B711, Columbia House 


Phone: 
+44 20 7955 6726 

Fax: 
+44 20 7955 7416 




Short CV
Selected Publications
Xia, Yingcun, Tong, Howell, Li, W. K. and Zhu, LiXing (2002)
"An adaptive estimation of dimension reduction space (Pkg: p363410)"
Journal of the Royal Statistical Society, Series B, Methodological, 64 (3), 363410
Tong, Howell (2001)
"A personal journey through time series in"
Biometrika, 88 (1), 195218
Chan, Kungsik and Tong, Howell (2001)
"Chaos: a statistical perspective"
SpringerVerlag Inc (Berlin; New York)
Xia, Yingcun, Tong, Howell, Li, W. K. and Zhu, LiXing (2000)
"On the estimation of an instantaneous transformation for time series"
Journal of the Royal Statistical Society, Series B, Methodological, 62 (2), 383397
Diks, Cees and Tong, Howell (1999)
"A test for symmetries of multivariate probability distributions"
Biometrika, 86, 605614
Xia, Yingcun, Tong, Howell and Li, W. K. (1999)
"On extended partially linear singleindex models"
Biometrika, 86, 831842
Stenseth, Nils Chr., Chan, Kungsik, Tong, Howell, Boonstra, Rudy, Boutin, Stan, Krebs, Charles J., Post, Eric, O'Donoghue, Mark, Yoccoz, Nigel G., Forchhammer, Mads C. and Hurrell, James W. (1999)
"Common dynamic structure of Canada lynx populations within three climatic regions"
Science, 285, 10711073
Cheng, B. and Tong, H. (1996)
"A theory of wavelet representation and decomposition for a general stochastic process"
Athens Conference on Applied Probability and Time Series, Volume II: Time Series Analysis. Lecture Notes in Statistics, Vol. 115, 115129
Fan, Jianqing, Yao, Qiwei and Tong, Howell (1996)
"Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems"
Biometrika, 83, 189206
Tong, H. (1995)
"A personal overview of nonlinear time series analysis from a chaos perspective"
Scandinavian Journal of Statistics, 22, 399445
Chan, K. S. and Tong, H. (1994)
"A note on noisy chaos"
Journal of the Royal Statistical Society, Series B, Methodological, 56, 301311
Yao, Qiwei and Tong, Howell (1994)
"Quantifying the influence of initial values on nonlinear prediction"
Journal of the Royal Statistical Society, Series B, Methodological, 56, 701725
Cheng, B. and Tong, H. (1994)
"Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective"
Philosophical Transactions of the Royal Society of London, Series A, Math and Physical Science, 348, 325341
Yao, Qiwei and Tong, Howell (1994)
"On prediction and chaos in stochastic systems"
Philosophical Transactions of the Royal Society of London, Series A, Math and Physical Science, 348, 357369
Yao, Qiwei and Tong, Howell (1994)
"On subset selection in nonparametric stochastic regression"
Statistica Sinica, 4, 5170
Cheng, B. and Tong, H. (1992)
"On consistent nonparametric order determination and chaos (Disc: p451474)"
Journal of the Royal Statistical Society, Series B, Methodological, 54, 427449
Pham, Dinh Tuan, Chan, K. S. and Tong, Howell (1991)
"Strong consistency of the least squares estimator for a nonergodic threshold autoregressive model"
Statistica Sinica, 1, 361369
Tong, Howell and Yeung, Iris (1991)
"Threshold autoregressive modelling in continuous time"
Statistica Sinica, 1, 411430
Chan, K. S. and Tong, H. (1990)
"On likelihood ratio tests for threshold autoregression"
Journal of the Royal Statistical Society, Series B, Methodological, 52, 469476
Tong, Howell (1990)
"Nonlinear time series: a dynamical system approach"
Oxford University Press (Oxford)
Tong, H. (1988)
"A note on local parameter orthogonality and LevinsonDurbin algorithm"
Biometrika, 75, 788789
Chan, K. S. and Tong, H. (1986)
"On estimating thresholds in autoregressive models"
Journal of Time Series Analysis, 7, 179190
Chan, K. S. and Tong, H. (1986)
"A note on certain integral equations associated with nonlinear time series analysis"
Probability Theory and Related Fields [Continuation of: @J(ZeitWahr)], 73, 153158
Chan, K. S. and Tong, H. (1985)
"On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations"
Advances in Applied Probability, 17, 666678
Chan, K. S., Petruccelli, Joseph D., Tong, H. and Woolford, Samuel W. (1985)
"A multiplethreshold AR(1) model"
Journal of Applied Probability, 22, 267279
Tong, Howell (1983)
"Threshold models in nonlinear time series analysis"
SpringerVerlag Inc (Berlin; New York)
Tong, H. and Lim, K. S. (1980)
"Threshold autoregression, limit cycles and cyclical data"
Journal of the Royal Statistical Society, Series B, Methodological, 42, 245292
Tong, H. (1977)
"Some comments on the Canadian lynx data (with discussion)"
Journal of the Royal Statistical Society, Series A, General, 140, 432436
Tong, H. (1975)
"Determination of the order of a Markov chain by Akaike's information criterion"
Journal of Applied Probability, 12, 488497
Priestley, M. B. and Tong, H. (1973)
"On the analysis of bivariate nonstationary processes (with discussion)"
Journal of the Royal Statistical Society, Series B, Methodological, 35, 153166
