Birth of the threshold time series model

Statistica Sinica

Volumn 17, Issue 1, 2007, Pages 8-14

  Tong, Howell ^a,b,c,d  

^a Det Norske Videnskaps Akademi   (Norway)

^b ISI   (Italy)

^c IMS ^*

^d Institute of Actuaries   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248570052     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

References (11)

1. Andronov, A. A. and Khaikin, S. E. (1949). Theory of Oscillations. (first published in Russian in 1937, and translated and adapted by S. Lefschetz), Princeton Univ. Press, Princeton, NJ.
2. Chan, K. S. and Tong, H. (2001). Chaos: A Statistical Perspective. Springer-Verlag, New York.
3. Minorsky, N. (1962). Non-Linear Oscillations. Van Nostrand, Princeton, NJ.
4. Tong, H. (1977a). Some comments on the Canadian lynx data (with discussion). J. Roy. Statist. Soc. Ser. A 140, 432-436 and 448-468.
5. Tong, H. (1977b). Contribution to the discussion of the paper entitled "Stochastic modelling of riverflow time series" by A. J. Lawrance and N. T. Kottegoda. J. Roy. Statist. Soc. Ser. A, 34-35.
6. Tong, H. (1978). On a threshold model. In Pattern Recognition and Signal Processing (Edited by C. H. Chen), NATO ASI Series E: Applied Sec. No. 29, Sijthoff & Noordhoff, Amsterdam, 575-586.
7. Tong, H. (1983). Threshold Models in Non-Linear Time Series Analysis. Lecture Notes in Statistics No. 21, Springer-Verlag, New York.
8. Tong, H. (1990). Non-Linear Time Series: A Dynamical System Approach. Oxford Univ. Press, Oxford.
9. Tong, H. (1995). A personal overview of nonlinear time series analysis from a chaos perspective (with discussions). Scand. J. Statist. 22, 399-421.
10. Tong, H. and Lim, K. S. (1980). Threshold autoregression, limit cycles and cyclical data (with discussion). J. Roy. Statist. Soc. Ser. B 42, 245-292.
11. Whittle, P. (1954). The statistical analysis of a seiche record. J. Marine Res. (Sears Foundation) 13, 76-100.