Professor Howell Tong

Emeritus Professor in Statistics

Department of Statistics

English, Mandarin
Key Expertise
Time series analysis, principal component analysis

About me

Interests: Non-linear time series including parameric, non-parametric and semi-parametric approaches and applications to ecological and economic data. Dimension reduction, Model Selection, Likelihood-free inference, Reliability, Markov Chain modelling. Further information: Wikipedia

The conference Nonlinear time series analysis: thresholding and beyond was held in the New Theatre at LSE on 19 and 20 September 2014 in honour of Professor Howell Tong.

Expertise Details

Time series analysis; principal component analysis; minimum average variance estimation; Markov chain modelling; reliability; spectral analysis; stochastic control system; dynamical system.