Howell Tong
Howell Tong | |
---|---|
Native name | 湯家豪 |
Born |
1944 Hong Kong |
Citizenship | British |
Nationality | British |
Fields | Statistics |
Institutions |
Northern Polytechnic London (1967-8) University of Manchester Institute of Science and Technology (1968-82) Chinese University of Hong Kong (1982-5) University of Kent (1986-99) University of Hong Kong (1997-2004) London School of Economics (1999-2009) University of Electronic Science and Technology, China (2016-now) |
Alma mater | University of Manchester Institute of Science and Technology |
Known for | Threshold models; Nonlinear time series; Chaos; Minimum average variance estimation; Non-likelihood statistics |
Influences | Hirotugu Akaike; Peter Whittle |
Influenced | Kung-Sik Chan; Cees Diks; Barbel Finkenstaedt; Simone Giannerini; Manfred Mudelsee; Ken Siu; Qiwei Yao |
Notable awards |
Foreign Member of Norwegian Academy of Science and Letters Guy Medal in Silver, Royal Statistical Society, U.K. State Prize for Natural Sciences, China Honorary Fellow of the Institute and Faulty of Actuaries, U.K. Distinguished Achievement Award, International Chinese Statistical Association |
Howell Tong (simplified Chinese: 汤家豪; traditional Chinese: 湯家豪; pinyin: Tāng Jiāháo; born 1944 in Hong Kong) is a pioneer and an acknowledged authority in the field of nonlinear time series analysis, linking it with deterministic chaos. He is the father of the threshold time series models, which have extensive applications in ecology, economics, epidemiology and finance.
He is a Distinguished Professor-at-Large (特聘講席教授) of the University of Electronic Science and Technology, China. Since October 1, 2009, he has been an Emeritus Professor at the London School of Economics and was twice (2009, 2010) holder of the Saw Swee Hock Professorship of Statistics at the National University of Singapore. He was a Distinguished Visiting Professor of Statistics at the University of Hong Kong from 2005 to 2013.
Tong left Wah Yan College 香港華仁書院 (founded by the Irish Jesuits in 1919) in Hong Kong in 1961 and was sent by his father to complete his matriculation at the Barnsbury School for Boys in North London (-one of the earliest comprehensive schools in England, now no longer in existence). He got his Bachelor of Science in 1966 (with first class honours in Mathematics), Master of Science in 1969 and Doctor of Philosophy in 1972, all from the University of Manchester Institute of Science and Technology (UMIST), where he studied under Maurice Priestley. Tong remained at UMIST first as a lecturer and then as a senior lecturer. While in Manchester, he started his married life with Mary Leong. In 1982, he moved to the Chinese University of Hong Kong where he was the founding Chair of Statistics. Four years later, he returned to England to be Chair of Statistics at the University of Kent at Canterbury until 1999. From 1999 to September 2009, Tong was a Chair of Statistics at the London School of Economics and founded the Centre for the Analysis of Time Series. Between 1997 and 2004, Tong was also Chair Professor of Statistics, Founding Dean of the Graduate School and later Pro-Vice Chancellor, University of Hong Kong.
Tong was elected a member of the International Statistical Institute in 1983. In 1986, he was the session organiser and an invited speaker of the session on time series analysis, at the First World Congress of the Bernoulli Society held at Tashkent in the former Soviet Union. In 1994, he was the Special Plenary Lecturer at the 15th Nordic Meeting in Mathematical Statistics held at Lund, Sweden. He was elected a Fellow of the Institute of Mathematical Statistics in 1993, an Honorary Fellow of the Institute of Actuaries, England in 1999, and a Foreign Member of the Norwegian Academy of Science and Letters in 2000. In 2000, he became the first statistician to win the (class II) State Prize in Natural Sciences in China. In 2002, the University of Hong Kong gave him their then highest award, the Distinguished Research Achievement Award, carrying with it a research grant of HK$1,000,000 per annum for three years. The Royal Statistical Society, UK, awarded him their Guy Medal in Silver in 2007 in recognition of his "...many important contributions to time series analysis over a distinguished career and in particular for his fundamental and highly influential paper "Threshold autoregression, limit cycles and cyclical data", read to the Society in 1980, which paved the way for a major body of work in non-linear time series modelling." [1] In 2012, the International Chinese Statistical Association awarded him the Distinguished Achievement Award.
Tong has one son and one daughter.
Bibliography
- Tong, H. (1983). Threshold Models in Non-linear Time Series Analysis. Springer Verlag. ISBN 0-387-90918-4.
- Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN 0-19-852224-X.
- Chan, K.S.; Tong, H. (2001). Chaos: a statistical perspective. Springer Verlag.
- Tong, Howell (2001). "A Personal journey through time series in Biometrika". Biometrika. 88 (Biometrika Centenary): 195–218. doi:10.1093/biomet/88.1.195.
- Tong, Howell (2001). "A Personal journey through time series in Biometrika". In D. M. Titterington and D. R. Cox. Biometrika: One Hundred Years. Oxford University Press. pp. 193–216. ISBN 0-19-850993-6.
Notes
- ↑ Honours & Awards, RSS, retrieved 2013-12-13.
External links
- Web page in the University of Hong Kong
- Howell Tong at the Mathematics Genealogy Project
- An interview with Howell Tong (透過時間了解世界)
- A conversation with Howell Tong and other papers
- Bruce E. Hansen (2011). "Threshold autoregression in economics" (PDF). Statistics and Its Interface. 4: 123–127.