Greta M. Ljung

Greta M. Ljung
Born
Greta Marianne Ljung

1941 (1941)
Jeppo, Finland
Died (aged 82)
EducationÅbo Akademi University
University of Wisconsin–Madison
Known forLjung–Box test
Scientific career
FieldsStatistician
InstitutionsMIT
Insurance Information Institute
Thesis Studies in the Modeling of Discrete Time Series
Doctoral advisorGeorge 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.

  1. ^ G. M. Ljung; G. E. P. Box (1978). "On a Measure of a Lack of Fit in Time Series Models". Biometrika. 65 (2): 297–303. doi:10.1093/biomet/65.2.297.