| 词条 | Greta M. Ljung |
| 释义 |
| name = Greta M. Ljung | image = | alt = | caption = | birth_name = | birth_date = {{Birth year and age|1941}} | birth_place = Jeppo, Finland | death_date = | death_place = | nationality = | other_names = | occupation = | years_active = | field = Statistician |work_institution = |alma_mater = Åbo Akademi University University of Wisconsin–Madison | thesis_title = Studies in the Modeling of Discrete Time Series |doctoral_advisor = George E. P. Box | known_for = Ljung–Box test | notable_works = }} Greta Marianne Ljung (b. 1941 in Jeppo, Finland) is 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. BiographyLjung received her bachelor's degree in psychology from Åbo Akademi University in Finland.[2] During this time, she developed an interest in psychometrics. After graduation, she studied at the University of Uppsala for eight months under the direction of statistician Herman Wold.[3] She received her M.S. and Ph.D. in Statistics at the University of Wisconsin–Madison in 1976.[4] Her dissertation was on time series analysis. She held a faculty position at the University of Denver after graduation, where she continued to publish work with her advisor George E. P. Box. In 1978, they published their paper on the Ljung-Box test, which was a modification to the Box-Pierce test. She taught statistics at the Massachusetts Institute of Technology for over ten years.[2] She has also held faculty positions at Boston University. She currently{{when|date=October 2018}} resides in Lexington, Massachusetts and works as a statistical consultant for AIR Worldwide. Works
References1. ^{{cite journal|doi = 10.1093/biomet/65.2.297|title = On a Measure of a Lack of Fit in Time Series Models|author = G. M. Ljung|author2= G. E. P. Box|journal = Biometrika|year = 1978|volume = 65|pages=297–303|issue = 2}} {{Authority control}}{{DEFAULTSORT:Ljung, Greta M.}}2. ^1 {{cite book|title=The Hidden Costs of Coastal Hazards: Implications For Risk Assessment And Mitigation|url=https://books.google.com/books?id=yNDltwKNSQEC&pg=PA202|year=2000|publisher=Island Press|isbn=978-1-55963-756-5|pages=202}} 3. ^{{cite web |title=Time Series Analysis: Forecasting and Control - An interview with co-author Greta M. Ljung on the new edition of the bestseller |url=http://www.statisticsviews.com/details/feature/8092731/Time-Series-Analysis-Forecasting-and-Control---An-interview-with-co-author-Greta.html |website=Statistics Views |accessdate=27 October 2018 |date=13 Jul 2015}} 4. ^{{mathgenealogy|id=139969}} 7 : Living people|American statisticians|Women statisticians|University of Wisconsin–Madison alumni|Massachusetts Institute of Technology faculty|Boston University faculty|1941 births |
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