Time Series Analysis and the British
During the writing of The Foundations of Modern Time Series Analysis (Mills, 2011a), it became apparent to me just how important was the role played by British statisticians in the development of the subject. Although that book focused on the period up to 1970, British statisticians have since continued to be at the forefront of time series research and this led naturally to the conceit of the present book: that the story of time series analysis can be told largely through the published research of six Britons, beginning with George Udny Yule and seguing through Maurice Kendall, James Durbin, George Box and Gwilym Jenkins, before reaching finally Clive Granger. This distinguished group of statisticians includes three Englishmen, two Welshmen and a Scot, two knights of the realm, one Nobel prize winner, a holder of the UN Peace Medal, three Presidents of the Royal Statistical Society (RSS) and four recipients of the Guy Medal in Gold, the highest honour awarded by the RSS, as well as the holding of numerous international awards and honours. In terms of university affiliations, three have been associated with St John’s College, Cambridge and four with University College, London (UCL), with Imperial College, the London School of Economics (LSE), Lancaster and Nottingham also featuring, along with the American universities of Stanford, Princeton, North Carolina, Wisconsin at Madison and San Diego.