Why not subscribe?

Tuesday, April 02, 2013

George E.P. Box, 1919-2013

In my forecasting class this week, I’m starting to cover ARIMA models,  also known as Box-Jenkins models.

Last week George Box died. He had been active to the end, and his career covered a very wide variety of statistical science.  Particularly notable is that his work was heavily applied, not just a set of theorems and methods that might or might not have general applicability.

There’s a good remembrance of Box – better than I could do, by far -- by Rob J. Hyndman here: http://robjhyndman.com/hyndsight/gepbox/