Exploration of a nonlinear world : an appreciation of Howell Tong's contributions to statistics / edited by Kung-Sik Chan.

Format:

Book

Contributor:

Chan, Kung-sik.

Language:

English

Subjects (All):

Time-series analysis.

Nonlinear theories.

Tong, Howell.

Physical Description:

xxvii, 381 p., [3] leaves of plates : ill. (some col.), col. maps, col. ports.

Edition:

1st ed.

Place of Publication:

Singapore ; Hackensack, N.J. : World Scientific, c2009.

Language Note:

English

Summary:

Featuring contributions from those in a variety of fields of statistics, ecology, economics and finance, this book contains extensions of Howell Tong's threshold approach to other fields of statistics abound.

Contents:

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. Tj�stheim

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.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references.

ISBN:

1-282-76060-2

9786612760600

981-283-628-4

OCLC:

729020471