James Durbin
From Wikipedia, the free encyclopedia
| James Durbin | |
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| Born | 1923 |
|---|---|
| Residence | United Kingdom |
| Citizenship | United Kingdom |
| Fields | statistics, econometrics |
| Institutions | London School of Economics |
| Alma mater | St John's College, Cambridge |
| Known for | time series analysis, serial correlation |
| Notable awards | Guy Medal in Gold (2008) |
James Durbin (1923–) is a British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.
He was educated at St John's College, Cambridge where his contemporaries included David Cox and Denis Sargan. He joined the London School of Economics in 1950 and was appointed professor of statistics in 1961, a post he held until his retirement in 1988.
He served as president of the International Statistical Institute in 1983–5 and of the Royal Statistical Society (RSS) in 1986–7. In 2008 he was awarded the highest distinction of the RSS, the Guy Medal in Gold (having previously been awarded both the Silver and Bronze medals). The citation read:
The Guy Medal in Gold is awarded to Professor James Durbin FBA for a life-time of highly influential contributions which have given him outstanding international recognition as a leader in our field, taking particular account of his pioneering work on testing for serial correlation in regression, on estimating equations, on Brownian motion and other processes crossing curved boundaries, on goodness of fit tests with estimated parameters, and on many aspects of time series analysis especially in areas relevant to econometrics, and also his remarkable service to the wider statistical profession on the international stage. [1]
[edit] References
- ^ LSE — Statistics — News. Retrieved on 2008-02-28.
- Durbin, J.; Watson, G.S. (1950). "Testing for Serial Correlation in Least Squares Regression: I". Biometrika 37 (3/4): 409-428.
- "Statistics in the University of London : Prof. James Durbin" (1961). Nature 191 (4795): 1247. doi:.
- Phillips, P.C.B.; Durbin, J. (1988). "The ET Interview: Professor James Durbin". Econometric Theory 4 (1): 125-157.
- Harvey, A.C.; Koopman, S.J. & Shephard, N., eds. (2004), State Space and Unobserved Component Models: Theory and Applications (Proceedings of a conference in honour of James Durbin), Cambridge University Press, ISBN 9780521835954, DOI 10.2277/052183595X
