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A Very British AffairKendall: Generalizations and Extensions of Stationary Autoregressive Models

A Very British Affair: Kendall: Generalizations and Extensions of Stationary Autoregressive Models [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.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

A Very British AffairKendall: Generalizations and Extensions of Stationary Autoregressive Models

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Publisher
Palgrave Macmillan UK
Copyright
© Palgrave Macmillan, a division of Macmillan Publishers Limited 2013
ISBN
978-1-349-35027-8
Pages
70 –108
DOI
10.1057/9781137291264_3
Publisher site
See Chapter on Publisher Site

Abstract

[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.]

Published: Nov 2, 2015

Keywords: Autoregressive Model; Serial Correlation; Fundamental Period; Sheep Population; World Fertility Survey

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