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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: World Scientific (Firm)
Otros Autores: Tong, Howell, Chan, Kung-sik
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., ©2009.
Temas:
Tong, Howell.
Time-series analysis.
Nonlinear theories.
Série chronologique.
Théories non linéaires.
MATHEMATICS > Probability & Statistics > Time Series.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Birth of the threshold time series model / H. Tong
  • Threshold autoregression, limit cycles and cyclical data (with discussion) / H. Tong and K.S. Lim
  • Review of the paper by Howell Tong and K.S. Lim : "Threshold Autoregression, Limit Cycles and Cyclical Data (with Discussion)" / H.Z. An
  • Reflections on threshold autoregression / P.J. Brockwell
  • Threshold autoregression : its seed corn, meeting the market test, and two of its spillover effects / T.B. Fomby
  • The SETAR model of Tong and Lim and advances in computation / J. Geweke
  • The threshold approach in volatility modelling / W.K. Li
  • Dependence and nonlinearity / M. Rosenblatt
  • The threshold approach : an appreciation / R.S. Tay
  • On consistent nonparametric order determination and chaos / B. Cheng and H. Tong
  • Recent developments on semiparametric regression model selection / J. Gao
  • An introduction to a paper by Bing Cheng and Howell Tong : on consistent nonparametric order determination and chaos (with discussion) / D. Tjøstheim
  • On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations / K.-S. Chan and H. Tong
  • Thoughts on the connections between threshold time series models and dynamical systems / D.B.H. Cline
  • A personal overview of non-linear time series analysis from a chaos perspective (with discussion) / H. Tong
  • Crossing the bridge backwards : some comments on early interdisciplinary efforts / C.D. Cutler
  • Reflections from re-reading Howell Tong's 1995 Paper : "a personal overview of non-linear time series analysis from a chaos perspective" / T. Lawrence
  • Chaos perspective of nonlinear time series : a selective review / Q. Yao
  • On the analysis of bivariate non-stationary processes / M.B. Priestley and H. Tong
  • On likelihood ratio tests for threshold autoregression / K.-S. Chan and H. Tong
  • Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model / D.T. Pham, K.-S. Chan and H. Tong
  • Some remarks on Professor Tong's two papers / S. Ling
  • An adaptive estimation of dimension reduction space (with discussion) / Y. Xia et al.
  • An adaptive estimation method for semiparametric models and dimension reduction / C. Leng, Y. Xia and J. Xu
  • Common dynamic structure of Canada lynx populations within three climatic regions / N. Chr. Stenseth et al.
  • The importance of TAR-modelling for understanding the structure of ecological dynamics : the Hare-Lynx population cycles as an example / N. Chr. Stenseth
  • On Howell Tong's contributions to reliability / M. Masoom Ali
  • A Chinese poem, with translation / H. Tong.

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