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

  • W. K. Li
Chapter
Part of the Fields Institute Communications book series (FIC, volume 78)

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.

Keywords

Asymptotic distributions Box–Jenkins approach Duality Intervention analysis Long memory models Residual autocorrelations 

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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.Department of Statistics and Actuarial ScienceUniversity of Hong KongPokfulam RoadHong Kong

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