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Person
ISNI: 
0000 0001 0905 6869
Name: 
Tong, H.
Tong, H. H.
Tong, Howell
Dates: 
1944-
Creation class: 
article
Language material
Text
Creation role: 
author
editor
Related names: 
Chan, Kung-Sik
Chan, W.S.
Chan, Wai-Sum
Cheng, B.
Cheng, Bing
Dong, Chaohua
Fan, Jianqing
Finkenstädt, Bärbel
Gao, Jiti
Ho, Lop-Hing
Hong Kong International Workshop on Statistics in Finance, IWSF (04/08-07-1999 : Hong Kong)
Li, W. K.
Li, W.K.
Li, Wai Keung
London School of Economics (LSE)
London School of Economics (LSE) / Economics Department
Pan, Jiazhu
Siu, Tak
Springer-Verlag (Berlin)
Stenseth, Nils Chr
Tong, H.
Tong, Howell
Wang, Hui
Wolff, Rodney
Wolff, Rodney C
Wolff, Rodney C.
Xia, Y.
Xia, Yingcun
Yang, Hailiang
Yang, Wengyan
Yao, Qiwei
Zhang, Wenyang
Titles: 
adaptive estimation of dimension reduction space, An
Adaptive orthogonal series estimation in additive stochastic regression models
Asset pricing : a structural theory and its applications
Asymmetric least squares regression estimation: a nonparametric approach.
biometrika
bootstrap detection for operational determinism., A
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters.
Chaos: a statistical perspective
Common structure in panels of short time series.
Cross-validatory bandwidth selection for regression estimation based on dependent data.
Dimension estimation and models
Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas
Estimation and tests for power-transformed and threshold GARCH models
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems.
Model Specification Tests in Nonparametric Stochastic Regression Models
Non-linear time series : a dynamical system approach
Nonlinear time series modelling of highly fluctuating biological population over space - main results.
Nonparametric and semiparametric regression model selection
Nonparametric estimation of ratios of noise to signal in stochastic regression.
note on time-reversibility of multivariate linear processes, A
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios
On initial-condition sensitivity and prediction in nonlinear stochastic systems.
On prediction and chaos in stochastic systems.
On residual sums of squares in non-parametric autoregression
On subset selection in non-parametric stochastic regression.
On the estimation of an instantaneous transformation for time series
Quantifying the influence of initial values on nonlinear prediction.
Semiparametric non-linear time series model selection
Semiparametric penalty function method in partially linear model selection
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction.
Statistical tests for Lyapunov exponents of deterministic systems.
Statistics and finance : an interface : Hong Kong IWSF, Centre of Financial Time Series, The University of Hong Kong 4-8 July 1999
Threshold models in non-linear time series analysis
Contributed to or performed: 
INSTITUTE OF MATHEMATICS AND ITS APPLICATIONS CONFERENCE SERIES
Notes: 
Sources: 
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