The following pages link to Howell Tong (Q202877):
Displaying 50 items.
- (Q290964) (redirect page) (← links)
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- (Q418251) (redirect page) (← links)
- On moving-average models with feedback (Q418252) (← links)
- (Q588521) (redirect page) (← links)
- Threshold models in non-linear time series analysis (Q595307) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Rejoinder to: ``Feature matching in time series modeling''. (Q635412) (← links)
- Threshold models in time series analysis -- 30 years on (Q647166) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Ergodicity and invertibility of threshold moving-average models (Q880479) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Some comments on a bridge between nonlinear dynamicists and statisticians (Q994957) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- (Q1067155) (redirect page) (← links)
- A note on certain integral equations associated with nonlinear time series analysis (Q1067156) (← links)
- Frequency-domain approach to the regulation of linear stochastic systems (Q1213420) (← links)
- \(k\)-stationarity and wavelets. (Q1299535) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- A note on the equivalence of two approaches for specifying a Markov process (Q1611567) (← links)
- Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence (Q1705435) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas (Q1934283) (← links)
- A bootstrap detection for operational determinism (Q1963772) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Estimation of the covariance matrix of random effects in longitudinal studies (Q2473081) (← links)
- Option pricing under threshold autoregressive models by threshold Esscher transform (Q2494607) (← links)
- A personal journey through time series in Biometrika (Q2739317) (← links)
- (Q2744084) (← links)
- On some distributional properties of a first-order nonnegative bilinear time series model (Q2774443) (← links)
- Nested sub-sample search algorithm for estimation of threshold models (Q2828613) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION (Q3033165) (← links)
- Score based goodness-of-fit tests for time series (Q3097911) (← links)
- On some tests for the time dependence of a transfer function (Q3214239) (← links)
- (Q3319642) (← links)
- ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS (Q3327557) (← links)
- A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME (Q3339888) (← links)
- On testes for threshold–type nonlinearity in irregulaly spaced time series (Q3350573) (← links)
- Statistical Tests for Lyapunov Exponents of Deterministic Systems (Q3368341) (← links)
- Efficient estimation for semivarying-coefficient models (Q3429969) (← links)
- Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction (Q3433209) (← links)
- Testing for Common Structures in a Panel of Threshold Models (Q3435685) (← links)
- (Q3486695) (← links)
- (Q3508393) (← links)
