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. Copyright © 2016 Springer Science+Business Media New York.
| Original language | English |
|---|---|
| Title of host publication | Advances in time series methods and applications: The A. Ian McLeod festschrift |
| Editors | Wai Keung LI, David A. STANFORD, Hao YU |
| Place of Publication | New York, NY |
| Publisher | Springer |
| Pages | 1-16 |
| ISBN (Electronic) | 9781493965687 |
| ISBN (Print) | 9781493965670 |
| DOIs | |
| Publication status | Published - 2016 |
Citation
Li, W. K. (2016). Ian McLeod's contribution to time series analysis: A tribute. In W. K. Li, D. A. Stanford, & H. Yu (Eds.), Advances in time series methods and applications: The A. Ian McLeod festschrift (pp. 1-16). New York, NY: Springer.Keywords
- Asymptotic distributions
- Box–Jenkins approach
- Duality
- Intervention analysis
- Long memory models
- Residual autocorrelations