James Durbin

Professor James Durbin
Born(1923-06-30)30 June 1923[1]
Widnes, England
Died23 June 2012(2012-06-23) (aged 88)
CitizenshipUnited Kingdom
Alma materSt John's College, Cambridge
Known forTime series analysis
Serial correlation
Durbin–Watson statistic
Durbin test
Levinson–Durbin algorithm
ChildrenRichard Durbin
AwardsGuy Medal (Bronze, 1966) (Silver, 1976) (Gold, 2008)
Fellow of the British Academy
Scientific career
FieldsStatistics
Econometrics
InstitutionsLondon School of Economics
University of Cambridge
Academic advisorsHenry Daniels

James Durbin FBA (30 June 1923 – 23 June 2012) was a British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.[2][3][4][5][6]

  1. ^ John Grant (1970). Who's who of British scientists. Longman. ISBN 978-0-582-11464-7. Retrieved 27 June 2012.
  2. ^ Durbin, J.; Watson, G. S. (1950). "Testing for Serial Correlation in Least Squares Regression: I". Biometrika. 37 (3–4). Biometrika Trust: 409–428. doi:10.2307/2332391. JSTOR 2332391. PMID 14801065.
  3. ^ "Statistics in the University of London : Prof. James Durbin". Nature. 191 (4795): 1247. 1961. Bibcode:1961Natur.191Q1247.. doi:10.1038/1911247b0. S2CID 9887346.
  4. ^ Phillips, P. C. B. (2010). "The ET Interview: Professor James Durbin". Econometric Theory. 4: 125–157. doi:10.1017/S0266466600011907. S2CID 121788280.
  5. ^ Harvey, A.C.; Koopman, S.J.; Shephard, N., eds. (2004). "Preface: About Professor James Durbin". State Space and Unobserved Component Models: Theory and Applications (Proceedings of a conference in honour of James Durbin). Cambridge University Press. p. xii. ISBN 978-0-521-83595-4.
  6. ^ "ISI Honorary Member Interviews: Professor James Durbin". Archived from the original on 9 March 2021. Retrieved 31 August 2008.