Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling
James Durbin was born in 1923 and, like Yule and Kendall before him, has a St John’s, Cambridge connection, for he obtained a ‘wartime’ BA in Mathematics there before spending the rest of the war attached to the Army Operational Research Group and then the British Boot, Shoe and Allied Trades Research Association as a statistician. After demobilization, he returned to Cambridge to become part of the first intake into the Postgraduate Diploma in Mathematical Statistics before joining the research staff at the Department of Applied Economics in 1948. In 1950 he was appointed, as part of Maurice Kendall’s professorial deal with the LSE, to an assistant lectureship in statistics and thus began his long association with that institution. After becoming a Reader in Statistics in 1953 he was promoted to Professor in 1961 on Kendall’s departure to SciCon, remaining in this post until official retirement in 1988. Since then James Durbin has remained professionally active, continuing to publish well into the first decade of the twenty-first century: see, for example, Durbin and Koopman (2001) and Durbin (2004). In 2007 he became an honorary fellow of the Centre for Microdata Methods and Practice (CeMMAP) at UCL.
KeywordsKalman Filter Seasonal Component Seasonal Adjustment Cusum Test Local Amplitude
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