Greta Marianne Ljung
Born1941
EducationÅbo Akademi University
University of Wisconsin–Madison
Known forLjung–Box test
Scientific career
FieldsStatistician
InstitutionsMIT
Insurance Information Institute
ThesisStudies in the Modeling of Discrete Time Series
Doctoral advisorGeorge E. P. Box

Greta Marianne Ljung (born 1941) 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.

Biography

Ljung received her B.S./M.S. degree in psychology from Åbo Akademi University in Finland.[2] After graduation, she was a Research Fellow at the University of Uppsala where she worked with statistician/econometrician Herman Wold.[3]

She received her 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 is also co-author of the fifth edition of his now classic book on Time Series Analysis; Forecasting and Control, originally published by Box and Jenkins (1972).

She taught statistics at the Massachusetts Institute of Technology for over ten years.[2] She has also held a faculty position at Boston University.

She currently resides in Lexington, Massachusetts and works as a statistical consultant.

Works

  • Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.; Ljung, Greta M. (2016). Time Series Analysis: Forecasting and Control (5th ed.). New Jersey: Wiley. ISBN 978-1-118-67502-1.

References

  1. ↑ 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.
  2. 1 2 The Hidden Costs of Coastal Hazards: Implications For Risk Assessment And Mitigation. Island Press. 2000. pp. 202. ISBN 978-1-55963-756-5.
  3. ↑ "Time Series Analysis: Forecasting and Control - An interview with co-author Greta M. Ljung on the new edition of the bestseller". Statistics Views. 13 Jul 2015. Retrieved 27 October 2018.
  4. ↑ Greta M. Ljung at the Mathematics Genealogy Project
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