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Greta M. Ljung
Greta M. Ljung | |
|---|---|
| Born | Greta Marianne Ljung 1941 Jeppo, Finland |
| Died | (aged 82) Lexington, Massachusetts, U.S. |
| Education | Åbo Akademi University University of Wisconsin–Madison |
| Known for | Ljung–Box test |
| Scientific career | |
| Fields | Statistician |
| Institutions | MIT Insurance Information Institute |
| Thesis | Studies in the Modeling of Discrete Time Series |
| Doctoral advisor | George E. P. Box |
Greta Marianne Ljung (1941 – August 12, 2024) was 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.
- ^ G. M. Ljung; G. E. P. Box (1978). "On a Measure of a Lack of Fit in Time Series Models". Biometrika. 65 (2): 297–303. doi:10.1093/biomet/65.2.297.
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