← All authors Howell Tong Tsinghua University (from arXiv:2503.08655, 2025) · ORCID · OpenAlex
89 papers in scope · 88 published · 2 on the econ.EM arXiv · 6,278 citations · h-index 32 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Greta Goracci Simone Giannerini Francesco Angelini Massimiliano Castellani Kung-Sik Chan Davide Ferrari Francesco Ravazzolo Vahid Tarokh Jie Ding Yuhong Yang Luca Rossini Wenchao Xu Angelica Gianfreda Piersilvio De Bortoli Andrea Viselli Claudia Foroni Fabrizio Durante Andrea Bastianin Xinyu Zhang Lorenzo Tonni Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 89)
Modelling Time Series of Counts with Hysteresis
published 2026 · Statistica Sinica
with Xuanye Ma, Dong Li
An Approach to Fisher-Rao Metric for Infinite Dimensional Non-Parametric Information Geometry
published 2026 · Entropy · first circulated 2025
with Bing Cheng
Bing Cheng and Howell Tong’s contribution to the Discussion of ‘Statistical exploration of the Manifold Hypothesis’ by Whiteley et al.
published 2026 · Journal of the Royal Statistical Society Series B (Statistical Methodology)
with Bing Cheng
working paper 2025 · arXiv
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
published 2023 · Journal of Business and Economic Statistics · 9 citations
with Xinyu Zhang, Dong Li
published 2022 · Statistica Sinica · 4 citations · first circulated 2020
Asymptotic Theory of Principal Component Analysis for Time Series Data with Cautionary Comments
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 3 citations · first circulated 2020
with Xinyu Zhang
published 2021 · Statistica Sinica · 1 citations
On model selection from a finite family of possibly misspecified time series models
published 2019 · The Annals of Statistics · 24 citations
with Hsiang-Ling Hsu, Ching-Kang Ing
TESTS FOR TAR MODELS VS. STAR MODELS--A SEPARATE FAMILY OF HYPOTHESES APPROACH
published 2017 · Statistica Sinica · 3 citations
A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula‐Based TAR Approach
published 2016 · Journal of Time Series Analysis · 9 citations
with Shiu Fung Wong, Tak Kuen Siu, Zudi Lu
On model selection from a finite family of possibly misspecified models
published 2016 · 48th Scientific Meeting of the Italian Statistical Society
with Hsiang-Ling Hsu, Ching-Kang Ing
no link
Time Series Threshold Models
published 2015 · Wiley StatsRef: Statistics Reference Online · 2 citations
Nested sub-sample search algorithm for estimation of threshold models
published 2015 · Statistica Sinica · 30 citations
with Dong Li
Threshold models in time series analysis—Some reflections
published 2015 · Journal of Econometrics · 47 citations
Frontiers in Time Series and Financial Econometrics: An overview
published 2015 · Journal of Econometrics · 10 citations
with Shiqing Ling, Michael McAleer
Dynamic Model: Overview
published 2014 · Wiley StatsRef: Statistics Reference Online
with Kalok Chan
On conditionally heteroscedastic AR models with thresholds
published 2013 · Statistica Sinica · 15 citations
Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas
published 2012 · Statistical Methods & Applications · 4 citations
On moving-average models with feedback
published 2012 · Bernoulli · 20 citations
with Dong Li, Shiqing Ling
Score based goodness-of-fit tests for time series
published 2011 · Statistica Sinica · 21 citations
with Shiqing Ling
Asset allocation under threshold autoregressive models
published 2011 · Applied Stochastic Models in Business and Industry · 8 citations
with Na Song, Tak Kuen Siu, Wa-Ki Ching, Hailiang Yang
Feature Matching in Time Series Modeling
published 2011 · Statistical Science · 34 citations
Rejoinder
published 2011 · Statistical Science
Threshold models in time series analysis — 30 years on
published 2011 · Statistics and Its Interface · 189 citations
Rejoinder from Howell Tong to the discussions on “Threshold models in time series analysis — 30 years on”
published 2011 · Statistics and Its Interface · 2 citations
Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence
published 2011 · Statistics and Its Interface · 1 citations
with Kai Wang Ng
A note on the invertibility of nonlinear ARMA models
published 2010 · Journal of Statistical Planning and Inference · 18 citations
with Kung-Sik Chan
Estimation of the covariance matrix of random effects in longitudinal studies
published 2007 · The Annals of Statistics · 47 citations
with Yan Sun, Wenyang Zhang
Estimation and tests for power-transformed and threshold GARCH models
published 2007 · Journal of Econometrics · 75 citations
with Jiazhu Pan, Hui Wang
Ergodicity and invertibility of threshold moving-average models
published 2007 · Bernoulli · 68 citations
with Shiqing Ling, Dong Li
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
published 2006 · Bernoulli · 8 citations
with Yasumasa Matsuda, Yoshihiro Yajima
A note on time-reversibility of multivariate linear processes
published 2006 · Biometrika · 34 citations
with Kung-Sik Chan, Lop-Hing Ho
Option pricing under threshold autoregressive models by threshold Esscher transform
published 2006 · 12 citations
with Tak Kuen Siu, Hailiang Yang
Cumulative effects of air pollution on public health
published 2005 · Statistics in Medicine · 32 citations
On Bayesian Value at Risk: From Linear Markov Chain Model for Credit Risk Measurement
published 2005 · Asia-Pacific Financial Markets
with Tak Kuen Siu, Hsin-Chou Yang
no link
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
published 2004 · North American Actuarial Journal · 33 citations
with Wai-Sum Chan, Albert C. S. Wong
Efficient estimation for semivarying-coefficient models
published 2004 · Biometrika · 138 citations
On pricing derivatives under GARCH models: a dynamic Gerber-Shiu's approach
published 2004 · North American Actuarial Journal · 91 citations
with Tak Kuen Siu, Hailiang Yang
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios
published 2004 · Asia-Pacific Financial Markets · 17 citations
with Tak Kuen Siu, Hailiang Yang
Semiparametric Non-Linear Time Series Model Selection
published 2004 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 49 citations
Statistical Tests for Lyapunov Exponents of Deterministic Systems
published 2004 · Studies in Nonlinear Dynamics and Econometrics · 17 citations
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction
published 2003 · Biometrics · 14 citations
Model Specification Tests in Nonparametric Stochastic Regression Models
published 2002 · Journal of Multivariate Analysis · 38 citations
An Adaptive Estimation of Dimension Reduction Space
published 2002 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 832 citations
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters
published 2001 · Statistics and Computing · 1 citations
On some distributional properties of a first-order nonnegative bilinear time series model
published 2001 · Journal of Applied Probability · 7 citations
with Zhiqiang Zhang
Bayesian Risk Measures for Derivatives via Random Esscher Transform
published 2001 · North American Actuarial Journal · 36 citations
with Tak Kuen Siu, Hailiang Yang
A Conditional Density Approach to the Order Determination of Time Series
published 2001 · Statistics and Computing · 4 citations
A personal journey through time series in Biometrika
published 2001 · Biometrika
On the Estimation of an Instantaneous Transformation for Time Series
published 2000 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 3 citations
On the Statistical Inference of a Machine-generated Autoregressive AR(1) Model
published 1998 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 5 citations
with Jean-Pierre Stockis
Cross-validatory bandwidth selections for regression estimation based on dependent data
published 1998 · Journal of Statistical Planning and Inference · 41 citations
K-stationarity and wavelets
published 1998 · Journal of Statistical Planning and Inference · 12 citations
with Bing Cheng
A bootstrap detection for operational determinism
published 1998 · Physica D Nonlinear Phenomena · 13 citations
Asymmetric least squares regression estimation: A nonparametric approach
published 1996 · Journal of nonparametric statistics · 167 citations
Networks and Chaos--Statistical and Probabilistic Aspects.
published 1995 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 3 citations
with Ole E. Barndorff-Nielsen, Jens Ledet Jensen, Wilfrid S. Kendall
Quantifying the Influence of Initial Values on Non-Linear Prediction
published 1994 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 73 citations
A Note on Noisy Chaos
published 1994 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 69 citations
On residual sums of squares in non-parametric autoregression
published 1993 · Stochastic Processes and their Applications · 49 citations
with B. Cheng
Some comments on a bridge between nonlinear dynamicists and statisticians
published 1992 · Physica D Nonlinear Phenomena · 13 citations
Non Linear Time Series. A Dynamical System Approach
published 1992 · Population · 1905 citations · first circulated 1990
with Z. J.-M.
Non-linear Time Series: A Dynamical System Approach.
published 1992 · Journal of the American Statistical Association · 27 citations
with Robert A. Stine
Discussion on the Meeting on Chaos
published 1992 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 15 citations
with Robert M. May, Valerie Isham, Benjamin M. Bolker, Eric Renshaw, A. J. Lawrance, Nancy M. Spencer, Leonard A. Smith, Andrea Mayne, Greg P King, V. Albrecht, K.S. Lim, I. Dvořák, …
On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series
published 1991 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 31 citations
with Iris Yeung
On Likelihood Ratio Tests for Threshold Autoregression
published 1990 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 136 citations
The Statistical Theory of Linear Systems.
published 1990 · Technometrics · 766 citations · first circulated 1989
NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON‐LINEAR AUTOREGRESSION
published 1990 · Journal of Time Series Analysis · 27 citations
with R. Moeanaddin
On testes for threshold–type nonlinearity in irregulaly spaced time series
published 1990 · Journal of Statistical Computation and Simulation · 2 citations
with Iris Yeung
A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression
published 1988 · Journal of the Royal Statistical Society Series D (The Statistician) · 20 citations
with R. Moeanaddin
On Multi-Step Non-Linear Least Squares Prediction
published 1988 · Journal of the Royal Statistical Society Series D (The Statistician) · 51 citations
with R. Moeanaddin
Addendum & Corrigendum: A Comparison of Likelihood Ratio Test and CUSUM Test for Threshold Autoregression
published 1988 · Journal of the Royal Statistical Society Series D (The Statistician) · 1 citations
with R. Moeanaddin
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
published 1987 · Journal of Time Series Analysis · 51 citations
THRESHOLD TIME SERIES MODELING OF TWO ICELANDIC RIVERFLOW SYSTEMS 1
published 1985 · JAWRA Journal of the American Water Resources Association · 35 citations
A STATISTICAL APPROACH TO DIFFERENCE‐DELAY EQUATION MODELLING IN ECOLOGY–TWO CASE STUDIES1
published 1983 · Journal of Time Series Analysis · 11 citations
with K. S. Lim
‘Discontinuous decision processes and threshold autoregressive time series modelling’
published 1983 · Biometrika · 11 citations
Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances
published 1981 · The Annals of Statistics
no link
Final prediction error and final interpolation error: A paradox? (Corresp.)
published 1979 · IEEE Transactions on Information Theory · 3 citations
A note on a local equivalence of two recent approaches to autoregressive order determination
published 1979 · International Journal of Control · 10 citations
On The Estimation of Pr {Y ⩽ X} for Exponential Families
published 1977 · IEEE Transactions on Reliability · 65 citations
Some Comments on the Canadian Lynx Data
published 1977 · Journal of the Royal Statistical Society Series A (General) · 127 citations
Fitting a smooth moving average to noisy data (Corresp.)
published 1976 · IEEE Transactions on Information Theory · 10 citations
Determination of the order of a Markov chain by Akaike's information criterion
published 1975 · Journal of Applied Probability · 162 citations
More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)
published 1975 · IEEE Transactions on Information Theory · 90 citations
Linear time dependent systems
published 1974 · IEEE Transactions on Automatic Control · 8 citations
with T. Subba Rao
A Note on the Estimation of Pr {Y < X} in the Exponential Case
published 1974 · Technometrics · 121 citations
Frequency-domain approach to the regulation of linear stochastic systems
published 1974 · Automatica · 3 citations
On the Analysis of Bivariate Non-Stationary Processes
published 1973 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 123 citations
with Mark Priestley
On some tests for the time dependence of a transfer function
published 1973 · Biometrika · 12 citations
with T. Subba Rao
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