Greta M. Ljung | |
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Born | Greta Marianne Ljung 1941 Jeppo, Finland |
Died | (aged 82) Lexington, Massachusetts, U.S. |
Education | Åbo Akademi University University of Wisconsin–Madison |
Known for | Ljung–Box test |
Scientific career | |
Fields | Statistician |
Institutions | MIT Insurance Information Institute |
Thesis | Studies in the Modeling of Discrete Time Series |
Doctoral advisor | George E. P. Box |
Greta Marianne Ljung (1941 – August 12, 2024) was a Finnish-American statistician. The Ljung–Box test for time series data is named after her and her graduate school advisor, George E. P. Box.[1] She has written textbooks on time series analysis and her work has been published in several top statistical journals, including Biometrika and the Journal of the Royal Statistical Society.