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.

"[1] His work, in the words of Sir David Cox (FRS), "links two fascinating fields, nonlinear time series and deterministic dynamical systems.

He has also made numerous novel contributions to nonparametric statistics (obtaining the surprising result that cross-validation does not suffer from the curse of dimensionality for consistent estimation of the embedding dimension of a dynamical system), Markov chain modelling (with application to weather data), reliability, non-stationary time series analysis (in both the frequency domain and the time domain) and wavelets.

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.

Between 1997 and 2004, Tong was concurrently chair professor of statistics, founding dean of the graduate school and later pro-vice chancellor, University of Hong Kong.

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.