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

TitleIan McLeod’s Contribution to Time Series Analysis—A Tribute
Authors
Li, WK
KeywordsAsymptotic distributions
Box–Jenkins approach
Long memory models
Residual autocorrelations
Intervention analysis
Issue Date2016
PublisherSpringer
Citation
Ian McLeod’s Contribution to Time Series Analysis—A Tribute. In Li, WK ; Stanford, DA & Yu, H (Eds.), Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift, p. 1-16. New York: Springer, 2016 How to Cite?
DOI: http://dx.doi.org/10.1007/978-1-4939-6568-7_1
AbstractIan 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.
Persistent Identifierhttp://hdl.handle.net/10722/240384
ISBN
9781493965670
ISSN
1069-5265
Series/Report no.Fields Institute Communications ; v. 78

 

DC FieldValueLanguage
dc.contributor.authorLi, WK-
dc.date.accessioned2017-04-19T08:23:44Z-
dc.date.available2017-04-19T08:23:44Z-
dc.date.issued2016-
dc.identifier.citationIan McLeod’s Contribution to Time Series Analysis—A Tribute. In Li, WK ; Stanford, DA & Yu, H (Eds.), Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift, p. 1-16. New York: Springer, 2016-
dc.identifier.isbn9781493965670-
dc.identifier.issn1069-5265-
dc.identifier.urihttp://hdl.handle.net/10722/240384-
dc.description.abstractIan 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.-
dc.languageeng-
dc.publisherSpringer-
dc.relation.ispartofAdvances in Time Series Methods and Applications: The A. Ian McLeod Festschrift-
dc.relation.ispartofseriesFields Institute Communications ; v. 78-
dc.subjectAsymptotic distributions-
dc.subjectBox–Jenkins approach-
dc.subjectLong memory models-
dc.subjectResidual autocorrelations-
dc.subjectIntervention analysis-
dc.titleIan McLeod’s Contribution to Time Series Analysis—A Tribute-
dc.typeBook_Chapter-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.doi10.1007/978-1-4939-6568-7_1-
dc.identifier.scopuseid_2-s2.0-85006010372-
dc.identifier.hkuros271742-
dc.identifier.volume78-
dc.identifier.spage1-
dc.identifier.epage16-
dc.identifier.eissn2194-1564-
dc.publisher.placeNew York-
dc.identifier.issnl1069-5265-

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