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Ian McLeod’s contribution to time series analysis – a tribute. (English) Zbl 1367.62009

Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 1-16 (2016).
Summary: A. I. McLeod’s [J. Time Ser. Anal. 19, No. 4, 473–483 (1998; Zbl 0904.62104)] contributions to time series are both broad and influential. His work has put Canada and the University of Western Ontario on the map in the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analysis.
For the entire collection see [Zbl 1362.62010].

MSC:

62-03 History of statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
01A70 Biographies, obituaries, personalia, bibliographies

Biographic References:

McLeod, Ian

Citations:

Zbl 0904.62104

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References:

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