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Exploration Of A Nonlinear World : an Appreciation Of Howell Tong'S Contributions To Statistics.
This festschrift is dedicated to Professor Howell Tong on the occasion of his 65th birthday. With a Foreword written by Professor Peter Whittle, FRS, it celebrates Tong's path-breaking and tireless contributions to nonlinear time series analysis, chaos and statistics, by reprinting 10 selected...
| Clasificación: | Libro Electrónico |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
World Scientific
2009.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Exploration Of A Nonlinear World : |b an Appreciation Of Howell Tong'S Contributions To Statistics. |
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| 505 | 0 | |a Cover13; -- Contents -- Foreword P. Whittle -- Preface K.-S. Chan -- Acknowledgments -- Publications of Howell Tong -- Photograph Sets 1 and 2 -- Birth of the Threshold Time Series Model H. Tong -- Prologue -- The Year 1977 -- The Challenge -- Philosophy -- Non-linear Oscillations -- The Penny Drops -- Pride and Prejudice -- What Next? -- Epilogue -- References -- Threshold Autoregression, Limit Cycles and Cyclical Data (with Discussion) H. Tong and K.S. Lim -- SUMMARY -- 1. INTRODUCTION -- 2. NON-LINEAR DIFFERENTIAL EQUATIONS -- 3. A LIMIT CYCLE IN DISCRETE TIME -- 4. THRESHOLD AUTOREGRESSIVE MODELS IN DISCRETE TIME -- 5. SOME PERSPECTIVES -- 6. TAR MODELS AND NON-LINEAR VIBRATIONS -- 7. LIMIT CYCLES, LIMIT POINTS AND SETAR -- 8. STATISTICAL IDENTIFICATION -- 9. TAR MODELS FOR REAL DATA -- 10. SOME DISCUSSION -- ACKNOWLEDGEMENTS -- REFERENCES -- REFERENCES IN THE DISCUSSION -- Review of the Paper by Howell Tong and K.S. Lim: \Threshold Autoregression, Limit Cycles and Cyclical Data (with Discussion)" H.Z. An -- 1. Model Switching -- 2. Density of the Threshold Autoregressive Functions -- 3. Partly Linear Parametric Form -- 4. SETAR Models and Conditional Variance -- 5. Ergodicity and Stationary Solutions -- References -- Reflections on Threshold Autoregression P.J. Brockwell -- References -- Threshold Autoregression: Its Seed Corn, Meeting the Market Test, and Two of Its Spillover E ects T.B. Fomby -- 1. Introduction -- 2. The Seed Corn -- 3. Meeting the Market Test -- 4. Two Spillover Effects, Among Many, of the TL Paper -- 4.1. Threshold Cointegration -- 4.2. Threshold GARCH -- 4.3. Spillover Citation Results for Two Progenitors of the TL Paper: Threshold Cointegration and Threshold GARCH -- 5. The 236;Signature238; of a Seminal Paper -- Acknowledgments -- References -- The SETAR Model of Tong and Lim and Advances in Computation J. Geweke -- 1. The SETAR of TL and Its Application -- 2. A Bayesian treatment of SETAR -- 3. Generalizing SETAR -- 4. Conclusion -- References -- The Threshold Approach in Volatility Modelling W.K. Li -- 1. Introduction -- 2. ARCH Models with a Threshold Structure -- 3. Bayesian Inference for Threshold Volatility Models -- Conclusion -- Acknowledgment -- References -- Dependence and Nonlinearity M. Rosenblatt -- Addendum -- References -- The Threshold Approach: An Appreciation R.S. Tsay -- 1. Introduction -- 2. Comment -- 3. The Simple Idea that Works -- References -- Photograph Sets 3 and 4 -- On Consistent Nonparametric Order Determination and Chaos B. Cheng and H. Tong -- SUMMARY -- 1. INTRODUCTION -- 2. CROSS-VALIDATORY ESTIMATE -- 3. FINAL PREDICTION ERROR APPROACH -- 4. EXAMPLES -- 4.1. Example 1 -- 4.2. Example 2 -- 4.3. Example 3 -- 4.4. Example 4 -- 5. DISCUSSION -- ACKNOWLEDGEMENTS -- APPENDIX A -- A.l. Conditions for Theorem 1 -- A.2. Proof of Theorem 2 -- REFERENCES -- Recent Developments on Semiparametric Regression Model Selection J. Gao -- 1. Introduction -- 2. Cross8211;Validation Model Selection in Semiparametric Regression -- 2.1. Cross8211;validation criterion for nonparametric regressors -- 2.2. CV criterion for the selection of parametric regressors -- 3. Discussion -- References -- T. | |
| 520 | |a This festschrift is dedicated to Professor Howell Tong on the occasion of his 65th birthday. With a Foreword written by Professor Peter Whittle, FRS, it celebrates Tong's path-breaking and tireless contributions to nonlinear time series analysis, chaos and statistics, by reprinting 10 selected papers by him and his collaborators, which are interleaved with 17 original reviews, written by 19 international experts. Through these papers and reviews, readers will have an opportunity to share many of the excitements, retrospectively and prospectively, of the relatively new subject of nonlinear time. | ||
| 504 | |a Includes bibliographical references. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 600 | 1 | 0 | |a Tong, Howell. |
| 650 | 0 | |a Nonlinear theories. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 6 | |a Théories non linéaires. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 7 | |a Nonlinear theories |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 655 | 4 | |a Electronic resource. | |
| 720 | |a Chan Kung-Sik. | ||
| 758 | |i has work: |a Exploration of a nonlinear world (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG3YX4mTX3GMYwGfPpRrD3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Exploration Of A Nonlinear World. |d World Scientific 2009 |w (DLC) 2010286580 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1681219 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1681219 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 276060 | ||
| 994 | |a 92 |b IZTAP | ||