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

  1. Xia, Yingcun, Tong, Howell, Li, W. K. and Zhu, Li-Xing (2002)
    "An adaptive estimation of dimension reduction space (Pkg: p363-410)"
    Journal of the Royal Statistical Society, Series B, Methodological, 64 (3), 363-410

  2. Tong, Howell (2001)
    "A personal journey through time series in"
    Biometrika, 88 (1), 195-218

  3. Chan, Kung-sik and Tong, Howell (2001)
    "Chaos: a statistical perspective"
    Springer-Verlag Inc (Berlin; New York)

  4. 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, Methodological, 62 (2), 383-397

  5. Diks, Cees and Tong, Howell (1999)
    "A test for symmetries of multivariate probability distributions"
    Biometrika, 86, 605-614

  6. Xia, Yingcun, Tong, Howell and Li, W. K. (1999)
    "On extended partially linear single-index models"
    Biometrika, 86, 831-842

  7. Stenseth, Nils Chr., Chan, Kung-sik, 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, 1071-1073

  8. 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, 115-129

  9. Fan, Jianqing, Yao, Qiwei and Tong, Howell (1996)
    "Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems"
    Biometrika, 83, 189-206

  10. Tong, H. (1995)
    "A personal overview of non-linear time series analysis from a chaos perspective"
    Scandinavian Journal of Statistics, 22, 399-445

  11. Chan, K. S. and Tong, H. (1994)
    "A note on noisy chaos"
    Journal of the Royal Statistical Society, Series B, Methodological, 56, 301-311

  12. Yao, Qiwei and Tong, Howell (1994)
    "Quantifying the influence of initial values on non-linear prediction"
    Journal of the Royal Statistical Society, Series B, Methodological, 56, 701-725

  13. 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, 325-341

  14. 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, 357-369

  15. Yao, Qiwei and Tong, Howell (1994)
    "On subset selection in non-parametric stochastic regression"
    Statistica Sinica, 4, 51-70

  16. Cheng, B. and Tong, H. (1992)
    "On consistent nonparametric order determination and chaos (Disc: p451-474)"
    Journal of the Royal Statistical Society, Series B, Methodological, 54, 427-449

  17. Pham, Dinh Tuan, Chan, K. S. and Tong, Howell (1991)
    "Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model"
    Statistica Sinica, 1, 361-369

  18. Tong, Howell and Yeung, Iris (1991)
    "Threshold autoregressive modelling in continuous time"
    Statistica Sinica, 1, 411-430

    19. Chan, K. S. and Tong, H. (1990)
    "On likelihood ratio tests for threshold autoregression"
    Journal of the Royal Statistical Society, Series B, Methodological, 52, 469-476

  19. Tong, Howell (1990)
    "Non-linear time series: a dynamical system approach"
    Oxford University Press (Oxford)

  20. Tong, H. (1988)
    "A note on local parameter orthogonality and Levinson-Durbin algorithm"
    Biometrika, 75, 788-789

  21. Chan, K. S. and Tong, H. (1986)
    "On estimating thresholds in autoregressive models"
    Journal of Time Series Analysis, 7, 179-190

  22. Chan, K. S. and Tong, H. (1986)
    "A note on certain integral equations associated with non-linear time series analysis"
    Probability Theory and Related Fields [Continuation of: @J(ZeitWahr)], 73, 153-158

  23. 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, 666-678

  24. Chan, K. S., Petruccelli, Joseph D., Tong, H. and Woolford, Samuel W. (1985)
    "A multiple-threshold AR(1) model"
    Journal of Applied Probability, 22, 267-279

  25. Tong, Howell (1983)
    "Threshold models in non-linear time series analysis"
    Springer-Verlag Inc (Berlin; New York)

  26. Tong, H. and Lim, K. S. (1980)
    "Threshold autoregression, limit cycles and cyclical data"
    Journal of the Royal Statistical Society, Series B, Methodological, 42, 245-292

  27. Tong, H. (1977)
    "Some comments on the Canadian lynx data (with discussion)"
    Journal of the Royal Statistical Society, Series A, General, 140, 432-436

  28. Tong, H. (1975)
    "Determination of the order of a Markov chain by Akaike's information criterion"
    Journal of Applied Probability, 12, 488-497

  29. Priestley, M. B. and Tong, H. (1973)
    "On the analysis of bivariate non-stationary processes (with discussion)"
    Journal of the Royal Statistical Society, Series B, Methodological, 35, 153-166