Howell Tong

Statistics and Probability · 2002–2016

A researcher in the Science corpus: 9 papers; trusts 32 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 36 citations into it; #6,406 of 12,932 by trust here, #6,310 by citations
• Economics and Econometrics — 25 citations into it
• Artificial Intelligence — 17 citations into it; #27,716 of 35,345 by trust here, #34,213 by citations
• Finance — 15 citations into it; #8,500 of 10,518 by trust here, #6,419 by citations
• Management Science and Operations Research — 8 citations into it

Whom Howell Tong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. B. Hansen
2. Herold G. Dehling
3. Mehmet Caner
4. S. Ling
5. Robert F. Engle
6. Ping Yu
7. Dong Li
8. Daniel B. Nelson
9. Jianqing Fan
10. A. Rooch

Who trusts Howell Tong overall

1. Pierre Pinson
2. Lingxue Pan
3. Dong Li
4. Dimitris Nicolas Politis
5. B. Hansen
6. Chenlei Leng
7. Alexandru Badescu
8. Ci-Ren Jiang
9. Jianqing Fan
10. Bing Li

Papers from Howell Tong's perspective

Ordered by how strongly the researchers Howell Tong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. A Smoothed Least Squares Estimator for Threshold Regression Models
3. Threshold Models in Time Series Analysis-30 Years On
4. Subsampling inference in threshold autoregressive models
5. Sample Splitting and Threshold Estimation
6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
7. Regression Shrinkage and Selection via the Lasso
8. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
9. Generalized autoregressive conditional heteroskedasticity
10. New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis

Their papers

• Estimation of the covariance matrix of random effects in longitudinal studies (2007) — 48 citations
• Efficient estimation for semivarying‐coefficient models (2004) — 147 citations
• TESTING FOR A LINEAR MA MODEL AGAINST THRESHOLD MA MODELS (2005) — 78 citations
• Nested sub-sample search algorithm for estimation of threshold models (2016) — 47 citations
• Threshold models in time series analysis—Some reflections (2015) — 54 citations
• Threshold Models in Time Series Analysis-30 Years On (2011) — 204 citations
• Ergodicity and invertibility of threshold moving-average models (2007) — 47 citations
• On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach (2004) — 121 citations
• An adaptive estimation of dimension reduction (2002) — 70 citations