Howell Tong

Howell Tong is a statistician who has made fundamental contributions to nonlinear time series analysis, semi-parametric statistics, non-parametric statistics, dimension reduction, model selection, likelihood-free statistics and other areas. In the words of Professor Peter Whittle (FRS), ‘The striking feature of Howell Tong’s … is the continuing freshness, boldness and spirit of enquiry which inform them-indeed, proper qualities for an explorer. He stands as the recognised innovator and authority in his subject, while remaining disarmingly direct and enthusiastic .’¹ And his work, in the words of Sir David Cox, ‘links two fascinating fields, nonlinear time series and deterministic dynamical systems.’² He is the father of the threshold time series models, which have extensive applications in ecology, economics, epidemiology and finance. Besides nonlinear time series analysis, he was the co-author of a seminal paper, which he read to the Royal Statistical Society, on dimension reduction in semi-parametric statistics by pioneering the approach based on minimum average variance estimation. He has also made numerous novel contributions to nonparametric statistics, Markov chain modelling, reliability, non-stationary time series analysis and wavelets.