Kendall: Generalizations and Extensions of Stationary Autoregressive Models

  • Maurice Kendall
Part of the Palgrave Advanced Texts in Econometrics book series (PATEC)


After being introduced by Yule and Walker and having its theoretical foundations established by Wold (recall §2.25), the autoregressive model was further developed in a trio of papers written during the Second World War by Kendall (1943a, 1944, 1945a). Sir Maurice Kendall (he was knighted in 1974 for his services to the theory of statistics) was born in Kettering, in Northamptonshire, on September 6, 1907 and grew up in Derby. After graduating as a mathematics wrangler (i.e., he received first-class honours) from St John’s, Cambridge, he joined the Ministry of Agriculture in 1930 before moving to the Chamber of Shipping as Assistant General Manager in 1940, combining this with nightly war-time duties as an air-raid warden.


Autoregressive Model Serial Correlation Fundamental Period Sheep Population World Fertility Survey 
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© Terence C. Mills 2013

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  • Maurice Kendall

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