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2016 | OriginalPaper | Buchkapitel

Ian McLeod’s Contribution to Time Series Analysis—A Tribute

verfasst von : W. K. Li

Erschienen in: Advances in Time Series Methods and Applications

Verlag: Springer New York

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Abstract

Ian McLeod’s 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.

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Titel: Ian McLeod’s Contribution to Time Series Analysis—A Tribute
verfasst von: W. K. Li
Verlag: Springer New York
Buch: Advances in Time Series Methods and Applications
Print ISBN: 978-1-4939-6567-0

Electronic ISBN: 978-1-4939-6568-7

Copyright-Jahr: 2016
DOI: https://doi.org/10.1007/978-1-4939-6568-7_1