Ian McLeod's contribution to time series analysis: A tribute

Research output: Chapter in Book/Report/Conference proceedingChapter

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 languageEnglish
Title of host publicationAdvances in time series methods and applications: The A. Ian McLeod festschrift
EditorsWai Keung LI, David A. STANFORD, Hao YU
Place of PublicationNew York, NY
PublisherSpringer
Pages1-16
ISBN (Electronic)9781493965687
ISBN (Print)9781493965670
DOIs
Publication statusPublished - 2016

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Time Series Analysis
Time series
Long Memory
Persistence
Duality
Statistics
Partial
Model
Community
Concepts
Business

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