Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis
Gwilym Meirion Jenkins was born in 1933 in Gowerton, Swansea, in the principality of Wales and was very much a Welshman, speaking only Welsh until the age of seven and even in later life often thinking in the language. He obtained a first class honours degree in Mathematics from UCL in 1953 and remained there to complete a doctorate, in the area of time series analysis, in 1956. He then spent two years as a junior fellow at the Royal Aircraft Establishment (RAE) at Farnborough helping to design aircraft before being appointed to a lectureship in statistics at Imperial College. During 1959–60 Jenkins was invited to Stanford and Princeton as a visiting professor, where he began his long collaboration with George Box (see Chapter 6), and he returned to the United States in 1964–5 as a visiting professor at the University of Wisconsin, where the collaboration continued. It was during this visit that the seriousness of his medical condition was first realized: for the next 17 years he would fight a slowly losing battle against Hodgkin’s disease.
KeywordsSpectral Analysis Spectral Density Autoregressive Model Frequency Response Function Nyquist Frequency
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