Howell Tong | Academic Influence

Howell Tong's AcademicInfluence.com Rankings

Howell Tong

Mathematics

#3780

World Rank

#5503

Historical Rank

Statistics

#231

World Rank

#286

Historical Rank

mathematics Degrees

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Mathematics

Howell Tong's Degrees

PhD Statistics University of Chicago
Masters Statistics University of Chicago

Why Is Howell Tong Influential?

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According to Wikipedia, Howell Tong is a statistician who has made fundamental contributions to nonlinear time series analysis, semi-parametric statistics, non-parametric statistics, dimension reduction, model selection, likelihood-free statistics and other areas. In the words of Professor Peter Whittle : "The striking feature of Howell Tong's … is the continuing freshness, boldness and spirit of enquiry which inform them-indeed, proper qualities for an explorer. He stands as the recognised innovator and authority in his subject, while remaining disarmingly direct and enthusiastic." His work, in the words of Sir David Cox, "links two fascinating fields, nonlinear time series and deterministic dynamical systems." He is the father of the threshold time series models, which have extensive applications in ecology, economics, epidemiology and finance. Besides nonlinear time series analysis, he was the co-author of a seminal paper, which he read to the Royal Statistical Society, on dimension reduction in semi-parametric statistics by pioneering the approach based on minimum average variance estimation. He has also made numerous novel contributions to nonparametric statistics , Markov chain modelling , reliability, non-stationary time series analysis and wavelets.

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Howell Tong's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

MONOGRAPHS ON STATISTICS AND APPLIED PROBABILITY (2007) (4759)
Non-linear time series. A dynamical system approach (1990) (2229)
Threshold Autoregression, Limit Cycles and Cyclical Data (1980) (1156)
An adaptive estimation of dimension reduction space (2002) (775)
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (1986) (590)
On a threshold model (1978) (443)
Non-Linear Time Series (1990) (439)
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (1996) (333)
Threshold autoregression, limit cycles and cyclical data- with discussion (1980) (264)
Threshold Models in Time Series Analysis-30 Years On (2011) (188)
A multiple-threshold AR(1) model (1985) (181)
From patterns to processes: phase and density dependencies in the Canadian lynx cycle. (1998) (172)
Non-linear time series analysis (2005) (155)
Determination of the order of a Markov chain by Akaike's information criterion (1975) (155)
An adaptive estimation of dimension reduction space, with discussion (2002) (150)
Asymmetric least squares regression estimation: A nonparametric approach ∗ (1996) (145)
Efficient estimation for semivarying‐coefficient models (2004) (137)
On Likelihood Ratio Tests for Threshold Autoregression (1990) (130)
On extended partially linear single-index models (1999) (129)
On consistent nonparametric order determination and chaos (1992) (122)
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach (2004) (117)
On the Analysis of Bivariate Non‐Stationary Processes (1973) (115)
Some Comments on the Canadian Lynx Data (1977) (105)
Chaos: A Statistical Perspective (2001) (93)
On Markov Chain Modeling to Some Weather Data (1976) (89)
Dynamical Role of Predators in Population Cycles of a Forest Insect : An Experimental Test (82)
On subset selection in non-parametric stochastic regression (1994) (79)
Quantifying the influence of initial values on nonlinear prediction (1994) (78)
13. Chaotic Dynamics: Theory and Applications to Economics (1996) (77)
Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.) (1975) (75)
On tests for non‐linearity in time series analysis (1986) (75)
Estimation and tests for power-transformed and threshold GARCH models☆ (2007) (71)
A Note on Noisy Chaos (1994) (70)
An adaptive estimation of dimension reduction (2002) (68)
TESTING FOR A LINEAR MA MODEL AGAINST THRESHOLD MA MODELS (2005) (68)
Phase- and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes (1998) (66)
A Personal Overview Of Nonlinear Time-Series Analysis From A Chaos Perspective (1995) (64)
Statistics and finance: an interface (2000) (61)
Applications of principal component analysis and factor analysis in the identification of multivariable systems (1974) (55)
On prediction and chaos in stochastic systems (1994) (53)
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL (1987) (50)
Data transformation and self-exciting threshold autoregression (1981) (49)
A note on a Markov bilinear stochastic process in discrete time (1981) (49)
Threshold time series modelling of two Icelandic riverflow systems (1985) (48)
Ergodicity and invertibility of threshold moving-average models (2007) (44)
Estimation of the covariance matrix of random effects in longitudinal studies (2007) (42)
Threshold models in time series analysis—Some reflections (2015) (40)
A test for symmetries of multivariate probability distributions (1999) (40)
Feature Matching in Time Series Modeling (2011) (38)
A personal overview of non-linear time series analysis from a chaos perspective. Commentary (1995) (38)
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (2004) (37)
Cross-validatory bandwidth selections for regression estimation based on dependent data (1998) (35)
Predicting multivariate responses in multiple linear regression - Discussion (1997) (34)
Model Specification Tests in Nonparametric Stochastic Regression Models (2002) (34)
Statistical Analysis II (2001) (33)
On fitting of non-stationary autoregressive models in time series analysis (1975) (33)
Jackknife approach to the estimation of mutual information (2018) (32)
A note on time-reversibility of multivariate linear processes (2006) (32)
Some comments on the Canadian Lynx data with discussion (1977) (31)
Birth of the threshold time series model (2007) (31)
Threshold autoregressive modelling in continuous time (1991) (31)
Cumulative effects of air pollution on public health (2006) (31)
Single-index volatility models and estimation (2002) (31)
Bayesian Risk Measures for Derivatives via Random Esscher Transform (2001) (30)
On tests for self-exciting threshold autoregressive-type non-linearity in partially observed time series (1991) (30)
Some Case Studies (1983) (30)
Consistent nonparametric order determination and chaos, with discussion (1992) (30)
On Multi‐Step Non‐Linear Least Squares Prediction (1988) (30)
Numerical Evaluation Of Distributions In Non‐Linear Autoregression (1990) (29)
Statistical Tests for Lyapunov Exponents of Deterministic Systems (2003) (29)
Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective (1994) (28)
Identification of the Structure of Multivariable Stochastic Systems (1973) (27)
Nested sub-sample search algorithm for estimation of threshold models (2016) (26)
Dimension estimation and models (1993) (26)
A note on certain integral equations associated with non-linear time series analysis (1986) (24)
Nonlinear Time Series Analysis Since 1990: Some Personal Reflections (2002) (24)
The Analysis of Time Series: An Introduction (1981) (24)
Semiparametric non‐linear time series model selection (2004) (24)
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" (2001) (23)
Score Based Goodness-of-fit Tests for Time Series (2011) (22)
On model selection from a finite family of possibly misspecified time series models (2019) (22)
A Comparison of Likelihood Ratio Test and Cusum Test for Threshold Autoregression (1988) (21)
A note on the invertibility of nonlinear ARMA models (2010) (20)
Common structure in panels of short ecological time-series (2000) (20)
On residual sums of squares in non-parametric autoregression (1993) (19)
ON CONDITIONALLY HETEROSCEDASTIC AR MODELS WITH THRESHOLDS (2014) (18)
A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS (1981) (18)
On moving-average models with feedback (2012) (18)
ON TIME-REVERSIBILITY OF MULTIVARIATE LINEAR PROCESSES (2005) (18)
Nonparametric estimation of ratios of noise to signal in stochastic regression (2000) (17)
On initial-condition sensitivity and prediction in nonlinear stochastic systems (1995) (17)
A note on the equivalence of two approaches for specifying a Markov process (2002) (16)
Adaptive orthogonal series estimation in additive stochastic regression models (2002) (16)
Nonparametric function estimation in noisy chaos (1993) (16)
Nonlinear Time Series Analysis (2011) (16)
On a statistic useful in dimensionality reduction in multivariable linear stochastic system (1976) (15)
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction (2003) (15)
Some comments on nonlinear time series analysis (1997) (14)
Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model (1991) (14)
A survey of the statistical analysis of univariate threshold autoregressive models (1989) (14)
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios (2004) (14)
THRESHOLD VARIABLE SELECTION USING NONPARAMETRIC METHODS (2007) (14)
A Test for Time‐Dependence of Linear Open‐Loop Systems (1972) (14)
Threshold Autoregressive Modeling in continuous-time (1991) (14)
Discontinuous decision processes and threshold autoregressive time series modelling (1982) (13)
Discussion on the Meeting on Chaos (1992) (13)
A personal journey through time series in Biometrika (2001) (13)
Fitting a smooth moving average to noisy data (Corresp.) (1976) (12)
A Theory of Wavelet Representation and Decomposition for a General Stochastic Process (1996) (12)
A bootstrap detection for operational determinism (1998) (12)
More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.) (1977) (12)
Some comments on a bridge between nonlinear dynamicists and statisticians (1992) (11)
K-stationarity and wavelets (1998) (11)
On some distributional properties of a first-order nonnegative bilinear time series model (2001) (10)
Royal-statistical-society meeting on chaos (1992) (10)
Option pricing under threshold autoregressive models by threshold Esscher transform (2006) (10)
On some tests for the time dependence of a transfer function (1973) (10)
Asset allocation under threshold autoregressive models (2012) (10)
Linear time dependent systems (1974) (9)
A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data (1982) (9)
A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula‐Based TAR Approach (2017) (9)
Some Basic Concepts (1983) (8)
A simulation study of the estimation of evolutionary spectral functions (1975) (8)
Non-linear time series models of regularly sampled data: a review (1987) (8)
A note on a local equivalence of two recent approaches to autoregressive order determination (1979) (8)
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS (1983) (8)
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (2009) (7)
Frontiers in Time Series and Financial Econometrics: An overview ☆ (2015) (6)
A Note on Tests for Threshold-type Non-linearity in Open Loop Systems (1993) (6)
Testing for Common Structures in a Panel of Threshold Models (2004) (6)
Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting (1995) (5)
Multi-step-ahead forecasting of cyclical data by threshold autoregression (1982) (5)
STATISTICAL MODELLING OF NONLINEAR LONG-TERM CUMULATIVE EFFECTS (2010) (5)
Common structure in panels of short time series (2000) (5)
Testing for Threshold Effects in the TARMA Framework (2021) (5)
Non-linear time series modelling in population biology: A preliminary case study (1988) (5)
Semiparametric penalty function method in partially linear model selection (2006) (5)
Nonparametric and semiparametric regression model selection (2002) (5)
Ergodicity and invertibility of threshold MA models (2007) (5)
Testing for Threshold Regulation in Presence of Measurement Error (2020) (4)
1. Networks and Chaos—Statistical and Probabilistic Aspects (1995) (4)
On stability and limit cycles of non-linear autoregression in discrete time (1980) (4)
A Note on Stochastic Difference Equations and its Application to GARCH Models (2004) (4)
Statistical Analysis I (2001) (4)
A Conditional Density Approach to the Order Determination of Time Series (2001) (4)
Final prediction error and final interpolation error: A paradox? (Corresp.) (1979) (4)
Unit-root test within a threshold ARMA framework (2020) (4)
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (2006) (4)
A note on testing for multi-modality with dependent data (2004) (4)
A note on a delayed autoregressive process in continuous time (1983) (4)
The asymptotic joint distribution of the estimated autoregressive coefficients (1978) (3)
Frequency-domain approach to the regulation of linear stochastic systems (1974) (3)
Threshold autoregression and some frequency-domain characteristics (1983) (3)
On efficiency of estimation for a single-index model (2006) (3)
Identification of the covariance structure of state space models (1974) (2)
On an Absolute Autoregressive Model and Skew Symmetric Distributions (2020) (2)
On a statistic useful for dimensionality reduction of linear stochastic systems (1976) (2)
On testes for threshold–type nonlinearity in irregulaly spaced time series (1990) (2)
Exploring volatility from a dynamical system perspective (2007) (2)
Estimating measures of sensitivity of initial values to nonlinear stochastic systems with chaos (1993) (2)
A note on local parameter orthogonality and Levinson-Durbin algorithm (1988) (2)
Thresholds, Stability, Nonlinear Forecasting and Irregularly Sampled Data (1989) (2)
Royal-Statistical-Society Meeting on Chaos - Discussion (1992) (2)
Time series: Advanced methods (2015) (2)
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters (2001) (1)
Time Series Threshold Models (2015) (1)
Addendum & Corrigendum: A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression (1988) (1)
Estimating the Death Rate of an Emerging Infectious Disease by Time Series Analysis (2006) (1)
Asymptotic theory of principal component analysis for time series data with cautionary comments (2020) (1)
Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence (2011) (1)
On model selection from a finite family of possibly misspecified models (2016) (1)
Special issue on 'Statistical forecasting and decision-making' (1988) (1)
Chaos and forecasting (nonlinear time series & chaos) (1995) (1)
On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005 (2006) (1)
On time-dependent linear stochastic control systems (1973) (1)
Discussion of "Feature matching in time series modeling": Rejoinder (2011) (1)
Akaike’s Approach can Yield Consistent Order Determination (1994) (1)
Tests for tar models VS. star models-a separate family of hypotheses approach (2018) (1)
Chaos: Edited by Arun V. Holden. Pp. 324. Manchester University Press. 1986. Cloth £35.00, Paperback £14.00 (1986) (1)
Frontiers in Time Series and Financial Econometrics (2015) (1)
Single-index Di usion Models and Their Estimation (1998) (1)
Introduction and Case Studies (2001) (1)
Interval prediction of financial time series (2000) (1)
Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas (2012) (0)
Introduction to Modern Asset Pricing (2008) (0)
Likelihood plots, influential data and reparametrization in nonlinear time series modelling (1992) (0)
Some recent nonparametric tools for time series data analysis (1999) (0)
Note on the estimation of Pr{Y (1974) (0)
Title Single-index volatility models and estimation (2003) (0)
Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on' (2011) (0)
Contrasting aspects of nonlinear time series analysis (1992) (0)
Asset Pricing: A Structural Theory and Its Applications (2008) (0)
Some Cautionary Comments on Principal Component Analysis for Time Series Data (2020) (0)
Common dynamic structure of Canadian lynx populations within three geoclimate regions (1999) (0)
A note on kernel estimation in integrated time series (2000) (0)
An overview on chaos (1995) (0)
Rejoinder to "Feature Matching in Time Series Modeling" (2012) (0)
ON SOME DISTRIBUTIONAL PROPERTIES (2001) (0)
Rejoinder of Feature Matching in Time Series Modeling by Y. Xia and H. Tong (2013) (0)
Algebra of Stochastic Discount Factors — The Structural Theory of Asset Pricing (Part II) (2008) (0)
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (2023) (0)
Option Pricing Under Threshold Autoregressive Models by ThresholdEsscher Transform (2006) (0)
On delay co-ordinates in stochastic dynamical systems (1996) (0)
On Bayesian Value at Risk: From Linear Markov Chain Model for Credit Risk Measurement (2005) (0)
Chaos and Stochastic Systems (2001) (0)
FROM A FINITE FAMILY OF POSSIBLY MISSPECIFIED TIME SERIES MODELS By (2018) (0)
Proceedings of the Hong Kong International Workshop on statistics and finance : an interface : Centre of Financial Time Series, The University of Hong Kong, 4-8 July 1999 (2000) (0)
Statistics and finance : an interface : proceedings of the Hong Kong International Workshop on Statistics and Finance, Centre of Financial Time Series, The University of Hong Kong, 4-8 July 1999 (2000) (0)
A Necessary and Sufficient Condition on Time-reversibility for Multivariate Linear Processes (2005) (0)
Comments on prediction by nonlinear least squares methods (1994) (0)
SOME COMMENTS ON SPECTRAL REPRESENTATIONS (1973) (0)
MODELLING OF NONLINEAR LONG-TERM CUMULATIVE EFFECTS (2010) (0)
Title Threshold variable selection using nonparametric methods (2007) (0)
Dynamic Model: Overview (2014) (0)
a Forest Insect : An Experimental Test Dynamical Role of Predators in Population Cycles (2009) (0)
ON TIME-DEPENDENT LINEAR TRANSFORMATIONS (1974) (0)
Title Adaptive orthogonal series estimation in additive stochasticregression models (2003) (0)
Nonlinear Least-Square Prediction (2001) (0)
More on AR model fitting with noisy data by AIC (1977) (0)
Catastrophe in time series analysis (1980) (0)
A note on sub-system and system stability (1984) (0)
Turchin An Experimental Test Dynamical Role of Predators in Population Cycles of a Forest Insect : (2012) (0)
Nonlinear time series modelling of highly fluctuating biological population over space - main results (2002) (0)
A Structural Theory of Asset Pricing and the Equity Premium Puzzle (2008) (0)
Between chance and chaos (1993) (0)
Investment and Consumption in a Multi-period Framework (2008) (0)
Fitting a smooth average to noisy data (1976) (0)
Applications of principal component analysis and factor analysis in stochastic control systems (1974) (0)
Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas (2012) (0)

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