Zobrazeno 1 - 10
of 146
pro vyhledávání: '"Howell Tong"'
Autor:
Dong Li, Howell Tong
Publikováno v:
Statistica, Vol 80, Iss 2, Pp 177-198 (2020)
By exploiting the connection between a popular construction of a well-known skew-normal distribution and an absolute autoregressive process, we show how the stochastic process approach can lead to other skew symmetric distributions, including a skew-
Externí odkaz:
https://doaj.org/article/c9ca2c6f618a4267a2eb5cbf6d7c658f
Publikováno v:
Statistica Sinica.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f731f0fa0b811e5446b8f246ef1cceaa
https://doi.org/10.5705/ss.202022.0125
https://doi.org/10.5705/ss.202022.0125
Autor:
Nils Chr. Stenseth, Yuxin Tao, Chutian Zhang, Barbara Bramanti, Ulf Büntgen, Xianbin Cong, Yujun Cui, Hu Zhou, Lorna A. Dawson, Sacha J. Mooney, Dong Li, Henry G. Fell, Samuel Cohn, Florent Sebbane, Philip Slavin, Wannian Liang, Howell Tong, Ruifu Yang, Lei Xu
Publikováno v:
Proceedings of the National Academy of Sciences. 119
Caused by Yersinia pestis , plague ravaged the world through three known pandemics: the First or the Justinianic (6th–8th century); the Second (beginning with the Black Death during c.1338–1353 and lasting until the 19th century); and the Third (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4cb2a2601bee4ffaabb2367525c2755d
https://doi.org/10.1073/pnas.2209816119
https://doi.org/10.1073/pnas.2209816119
Publikováno v:
Statistica Sinica; 2023, Vol. 33 Issue 3, p1879-1901, 46p
Publikováno v:
Journal of Time Series Analysis. 38:243-265
We propose a threshold copula-based nonlinear time series model for evaluating quantitative risk measures for financial portfolios with a flexible structure to incorporate nonlinearities in both univariate (component) time series and their dependent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::002491a3afa8f6de6a5f7b5752522685
https://doi.org/10.1111/jtsa.12206
https://doi.org/10.1111/jtsa.12206
Publikováno v:
Proceedings of the National Academy of Sciences of the United States of America. 115(40)
Quantifying the dependence between two random variables is a fundamental issue in data analysis, and thus many measures have been proposed. Recent studies have focused on the renowned mutual information (MI) [Reshef DN, et al. (2011) Science 334:1518
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84e576f3e81bc7c58e991bbb4cf95fd3
https://pubmed.ncbi.nlm.nih.gov/30224466
https://pubmed.ncbi.nlm.nih.gov/30224466
Autor:
Howell Tong, Dong Li
Threshold models have been popular for modelling nonlinear phenomena in diverse areas, in part due to their simple fitting and often clear model interpretation. A commonly used approach to fit a threshold model is the (conditional) least squares meth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d349a2880c537423fe1b0d1b66ab1105
http://eprints.lse.ac.uk/68880/
http://eprints.lse.ac.uk/68880/
Autor:
Howell Tong
Publikováno v:
Statistical Methods & Applications. 21:335-339
This discussion focuses on threshold nonstationary–nonlinear time series modelling; it raises various issues to do with identifiability and model complexity. It also gives some background history concerning smooth threshold/transition autoregressiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc3f6a5302126df1fb15794093258127
https://doi.org/10.1007/s10260-012-0196-1
https://doi.org/10.1007/s10260-012-0196-1
Autor:
Kai Wang Ng, Howell Tong
Publikováno v:
Statistics and Its Interface. 4:95-103
By inverting the Bayes formula in a point-wise manner, we develop measures quantifying the information gained by the Bayesian process, in reference to the Fisher information. Simple examples are used for focused illustrations of the ideas. Numerical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40a461cd6958247351f3c203c100ba00
https://doi.org/10.4310/sii.2011.v4.n1.a10
https://doi.org/10.4310/sii.2011.v4.n1.a10
Autor:
Howell Tong
Publikováno v:
Statistics and Its Interface. 4:107-118
This paper is a selective review of the development of the threshold model in time series analysis over the past 30 years or so. First, it re-visits the motivation of the model. Next, it describes the various expressions of the model, highlighting th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::023eb5eda7dc410b953709f2c7bb73bb
https://doi.org/10.4310/sii.2011.v4.n2.a1
https://doi.org/10.4310/sii.2011.v4.n2.a1