Exploration of a nonlinear world: an appreciation of Howell Tong's contributions to statistics
Singapore, Hackensack, N.J.: World Scientific, c2009
Online
Bibliografie, Festschrift, Sammelwerk, Elektronische Ressource
- xxvii, 381 p., [3] leaves of plates : ill. (some col.), col. maps, col. ports.
Ermittle Ausleihstatus...
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.
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.
Titel: |
Exploration of a nonlinear world: an appreciation of Howell Tong's contributions to statistics
|
---|---|
Verantwortlichkeitsangabe: | edited by Kung-Sik Chan |
Autor/in / Beteiligte Person: | Chan, Kung-sik |
Lokaler Link: | |
Veröffentlichung: | Singapore, Hackensack, N.J.: World Scientific, c2009 |
Medientyp: | Bibliografie, Festschrift, Sammelwerk |
Datenträgertyp: | Elektronische Ressource |
Umfang: | xxvii, 381 p., [3] leaves of plates : ill. (some col.), col. maps, col. ports. |
ISBN: | 1-282-76060-2; 9786612760600; 981-283-628-4 |
Schlagwort: |
|
Sonstiges: |
|