Mathematician:James Durbin
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Mathematician
British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.
Nationality
English
History
- Born: 30 June 1923 in Widnes, England
- Died: 23 June 2012
Theorems and Definitions
- Durbin-Watson Statistic (with Geoffrey Stuart Watson)
- Durbin Test
- Levinson-Durbin Recursion (with Norman Levinson)
Definitions of concepts named for James Durbin can be found here.
Publications
- 2012: Time Series Analysis by State Space Methods