Maurice Bertram Priestley (15 March 1933 – 15 June 2013[1]) was a professor of statistics in the School of Mathematics, University of Manchester, England. He gained his first degree at the University of Cambridge and went on to gain a Ph.D. from the University of Manchester.
Maurice Priestley | |
---|---|
Born | 15 March 1933 |
Died | 15 June 2013 | (aged 80)
Nationality | British |
Alma mater | University of Manchester |
Scientific career | |
Fields | Statistics |
Institutions | University of Manchester |
Doctoral advisor | M. S. Bartlett |
Doctoral students | Howell Tong |
He was known especially for his work on time series analysis, especially spectral analysis and wavelet analysis.[2] He was a longstanding editor of the Journal of Time Series Analysis, a special edition of which was published in his honour in 1993.[3] Less well-known but equally important was his work with M.T. Chao on nonparametric function fitting.
Selected publications
edit- Priestley, M. B. (1971). "Time-dependent spectral analysis and its application in prediction and control". Journal of Sound and Vibration. 17 (4): 517–534. Bibcode:1971JSV....17..517P. doi:10.1016/0022-460X(71)90064-2.
- Priestley, M. B. (1980). "State-Dependent Models: A General Approach to Non-Linear Time Series Analysis". Journal of Time Series Analysis. 1: 47–71. doi:10.1111/j.1467-9892.1980.tb00300.x.
- Priestley, M. B. (1996). "Wavelets and Time-Dependent Spectral Analysis". Journal of Time Series Analysis. 17: 85–103. doi:10.1111/j.1467-9892.1996.tb00266.x.
- Chao, M. T.; Priestley, M. B. (1972). "Non-parametric function fitting". Journal of the Royal Statistical Society, Series B. 34 (3): 385–392. doi:10.1111/j.2517-6161.1972.tb00916.x.
References
edit- ^ Tata Subba Rao and Granville Tunnicliffe-Wilson, Obituary: Maurice Priestley 1933–2013, IMS Bulletin on line 29 August 2013
- ^ MB Priestley, Spectral Analysis and Time Series (Vols. 1 & 2). London: Academic Press, 1981. ISBN 978-0-12-564901-8
- ^ Tata Subba Rao, editor, Developments in time series analysis: in honour of Maurice B. Priestley, London, Chapman and Hall, 1993. ISBN 978-0-412-49260-0
External links
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