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Mathematics

D-Index
51
Citations
23361
World Ranking
989
National Ranking
75

Overview

Howell Tong is affiliated with the London School of Economics and Political Science in the United Kingdom. Their research spans several interconnected fields, including statistics and probability, artificial intelligence, economics and econometrics, finance, and ecology.

The main subfields in their work include:

  • Statistics and Probability
  • Artificial Intelligence
  • Economics and Econometrics
  • Finance
  • Ecology

Their research topics focus on:

  • Financial Risk and Volatility Modeling
  • Advanced Statistical Methods and Models
  • Complex Systems and Time Series Analysis
  • Yersinia bacterium, plague, ectoparasites research
  • Animal Ecology and Behavior Studies
  • Ethnobotanical and Medicinal Plants Studies
  • Statistical Methods and Inference

Recent papers authored or coauthored by Howell Tong cover diverse statistical and applied scientific topics. These include:

  • "No evidence for persistent natural plague reservoirs in historical and modern Europe," 2022, Proceedings of the National Academy of Sciences
  • "On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models," 2023, Journal of Business and Economic Statistics
  • "Testing for Threshold Regulation in Presence of Measurement Error," 2022, Statistica Sinica
  • "On an Absolute Autoregressive Model and Skew Symmetric Distributions," 2020, DOAJ (Directory of Open Access Journals)
  • "Asymptotic Theory of Principal Component Analysis for Time Series Data with Cautionary Comments," 2022, Journal of the Royal Statistical Society Series A (Statistics in Society)

Howell Tong frequently publishes in venues such as:

  • arXiv (Cornell University)
  • Statistica Sinica
  • Frontiers in Interdisciplinary Applied Science
  • Proceedings of the National Academy of Sciences
  • Journal of Business and Economic Statistics

Collaboration is notable in their work, with frequent coauthors being:

  • Simone Giannerini
  • Greta Goracci
  • Xinyu Zhang
  • Kung-Sik Chan

Best Publications

  • MONOGRAPHS ON STATISTICS AND APPLIED PROBABILITY

    V. Isham;N. Keiding;T. Louis;S. Murphy

  • Non-linear time series. A dynamical system approach

    Howell Tong

  • Threshold models in non-linear time series analysis

    Howell Tong

  • Threshold Autoregression, Limit Cycles and Cyclical Data

    H. Tong;K. S. Lim

  • On a threshold model

    Howell Tong

  • ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

    K.S Chan;Howell Tong

  • An adaptive estimation of dimension reduction space

    Yingcun Xia;Yingcun Xia;Howell Tong;Howell Tong;Wai Keung Li;Li-Xing Zhu;Li-Xing Zhu

  • Non-linear time series

    Howell Tong

  • Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

    Jianqing Fan;Qiwei Yao;Howell Tong

  • On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations

    K.S Chan;Howell Tong

  • A multiple-threshold AR(1) model

    K. S. Chan;Joseph D. Petruccelli;H. Tong;Samuel W. Woolford

  • Threshold autoregression, limit cycles and cyclical data- with discussion

    Howell Tong;K S Lim

  • Common Dynamic Structure of Canada Lynx Populations Within Three Climatic Regions

    Nils Chr Stenseth;Nils Chr Stenseth;Kung Sik Chan;Howell Tong;Howell Tong;Rudy Boonstra;Rudy Boonstra

  • Threshold Models in Time Series Analysis-30 Years On

    Howell Tong

  • On Consistent Nonparametric Order Determination and Chaos

    B. Cheng;Howell Tong

  • Determination of the order of a Markov chain by Akaike's information criterion

    Howell Tong

  • Chaos: A Statistical Perspective

    Kung-Sik Chan;Howell Tong

  • Asymmetric least squares regression estimation: a nonparametric approach

    Qiwei Yao;Howell Tong

  • Some Comments on the Canadian Lynx Data

    H. Tong

  • Non-linear time series analysis

    Howell Tong

  • From patterns to processes: Phase and density dependencies in the Canadian lynx cycle

    Nils C. Stenseth;Wilhelm Falck;Kung Sik Chan;Ottar N. Bjørnstad

Frequent Co-Authors

Qiwei Yao
Qiwei Yao London School of Economics and Political Science
Shiqing Ling
Shiqing Ling Hong Kong University of Science and Technology
Tak Kuen Siu
Tak Kuen Siu Macquarie University
Wai Keung Li
Wai Keung Li University of Hong Kong
Jiti Gao
Jiti Gao Monash University
Hailiang Yang
Hailiang Yang University of Hong Kong
Lixing Zhu
Lixing Zhu Beijing Normal University
Michael McAleer
Michael McAleer Erasmus University Rotterdam
Dag Tjøstheim
Dag Tjøstheim University of Bergen
Jianqing Fan
Jianqing Fan Princeton University

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