James Durbin

Professor James Durbin
Professor James Durbin
Born	30 June 1923[1]; Widnes, England
Died	23 June 2012 (aged 88)
Citizenship	United Kingdom
Alma mater	St John's College, Cambridge
Known for	Time series analysis; Serial correlation; Durbin–Watson statistic; Durbin test; Levinson–Durbin algorithm
Children	Richard Durbin
Awards	Guy Medal (Bronze, 1966) (Silver, 1976) (Gold, 2008); Fellow of the British Academy
	Scientific career
Fields	Statistics; Econometrics
Institutions	London School of Economics; University of Cambridge
Academic advisors	Henry Daniels
Influenced	Neil Shephard ; Siem Jan Koopman

James Durbin FBA (30 June 1923 – 23 June 2012) was a British statistician and econometrician, known particularly for his work on time series analysis and serial correlation.[2][3][4][5][6]

Education

The son of a greengrocer, Durbin was born in Widnes, where he attended the Wade Deacon Grammar School.[7] He studied mathematics at St John's College, Cambridge where his contemporaries included David Cox and Denis Sargan. After wartime service in the Army Operational Research Group, he worked as a statistician for two years with the British Boot, Shoe and Allied Trades Research Association and took a postgraduate diploma in mathematical statistics at Cambridge, supervised by Henry Daniels.[7]

Career

After two years at the department of applied economics in Cambridge, Durbin joined the London School of Economics in 1950 and was appointed professor of statistics in 1961,[7] a post he held until his retirement in 1988.

Awards and honours

He served as president of the International Statistical Institute in 1983–5 and of the Royal Statistical Society (RSS) in 1986–7.[8] In 2008 he was awarded the highest distinction of the RSS, the Guy Medal in Gold (having previously been awarded both the Silver and Bronze medals). The citation read:

The Guy Medal in Gold is awarded to Professor James Durbin FBA for a life-time of highly influential contributions which have given him outstanding international recognition as a leader in our field, taking particular account of his pioneering work on testing for serial correlation in regression, on estimating equations, on Brownian motion and other processes crossing curved boundaries, on goodness of fit tests with estimated parameters, and on many aspects of time series analysis especially in areas relevant to econometrics, and also his remarkable service to the wider statistical profession on the international stage.[9]

His last book, Time Series Analysis by State Space Methods,[10] was published by Oxford University Press in May 2012. His last books were co-authored by Siem Jan Koopman of VU University Amsterdam. He died on 23 June 2012.[11][12]

gollark: It is entirely possible to do that without, well, doing the vaguely horrible things which are happening here now. ubq seems to be fine on the [BEES EXPUNGED, THEN EXPUNGED BACKWARD].

gollark: It appears that palaiologos censored all mention of the other server in <#746231084353847366>, fun.

gollark: Or not enough people could bother and it would be very late.

gollark: Yes, but someone could just use vast amounts of computing power to do it sooner.

gollark: I'm pretty sure that's not possible whatsoever with encryption.

References

John Grant (1970). Who's who of British scientists. Longman. ISBN 978-0-582-11464-7. Retrieved 27 June 2012.
Durbin, J.; Watson, G. S. (1950). "Testing for Serial Correlation in Least Squares Regression: I". Biometrika. Biometrika Trust. 37 (3–4): 409–428. doi:10.2307/2332391. JSTOR 2332391. PMID 14801065.
"Statistics in the University of London : Prof. James Durbin". Nature. 191 (4795): 1247. 1961. doi:10.1038/1911247b0.
Phillips, P. C. B. (2010). "The ET Interview: Professor James Durbin". Econometric Theory. 4: 125. doi:10.1017/S0266466600011907.
Harvey, A.C.; Koopman, S.J.; Shephard, N., eds. (2004). "Preface: About Professor James Durbin". State Space and Unobserved Component Models: Theory and Applications (Proceedings of a conference in honour of James Durbin). Cambridge University Press. p. xii. doi:10.2277/052183595X. ISBN 978-0-521-83595-4.
ISI Honorary Member Interviews: Professor James Durbin
"Durbin, James". Oxford Dictionary of National Biography (online ed.). Oxford University Press. doi:10.1093/ref:odnb/106536. (Subscription or UK public library membership required.)
"Royal Statistical Society Presidents". Royal Statistical Society. Archived from the original on 17 March 2012. Retrieved 6 August 2010.
"LSE — Statistics — News". Retrieved 28 February 2008.
Durbin, J. (2012). Time Series Analysis by State Space Methods. Oxford Statistical Science Series. Oxford University Press. ISBN 0-19-964117-X.
"Jim Durbin". University College London. 26 June 2012.
"Renowned statistician and former RSS President, Professor James Durbin, dies". RSSeNews. Royal Statistical Society. 26 June 2012. Archived from the original on 30 June 2012. Retrieved 2 July 2012.

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[1] John Grant (1970). Who's who of British scientists. Longman. ISBN 978-0-582-11464-7. Retrieved 27 June 2012.

[2] Durbin, J.; Watson, G. S. (1950). "Testing for Serial Correlation in Least Squares Regression: I". Biometrika. Biometrika Trust. 37 (3–4): 409–428. doi:10.2307/2332391. JSTOR 2332391. PMID 14801065.

[3] "Statistics in the University of London : Prof. James Durbin". Nature. 191 (4795): 1247. 1961. doi:10.1038/1911247b0.

[4] Phillips, P. C. B. (2010). "The ET Interview: Professor James Durbin". Econometric Theory. 4: 125. doi:10.1017/S0266466600011907.

[5] Harvey, A.C.; Koopman, S.J.; Shephard, N., eds. (2004). "Preface: About Professor James Durbin". State Space and Unobserved Component Models: Theory and Applications (Proceedings of a conference in honour of James Durbin). Cambridge University Press. p. xii. doi:10.2277/052183595X. ISBN 978-0-521-83595-4.

[6] ISI Honorary Member Interviews: Professor James Durbin

[odnb-7] "Durbin, James". Oxford Dictionary of National Biography (online ed.). Oxford University Press. doi:10.1093/ref:odnb/106536. (Subscription or UK public library membership required.)

[8] "Royal Statistical Society Presidents". Royal Statistical Society. Archived from the original on 17 March 2012. Retrieved 6 August 2010.

[9] "LSE — Statistics — News". Retrieved 28 February 2008.

[10] Durbin, J. (2012). Time Series Analysis by State Space Methods. Oxford Statistical Science Series. Oxford University Press. ISBN 0-19-964117-X.

[11] "Jim Durbin". University College London. 26 June 2012.

[12] "Renowned statistician and former RSS President, Professor James Durbin, dies". RSSeNews. Royal Statistical Society. 26 June 2012. Archived from the original on 30 June 2012. Retrieved 2 July 2012.

Presidents of the Royal Statistical Society
19th century	1834–1836 The Marquess of Lansdowne 1836–1838 Sir Charles Lemon, Bt 1838–1840 The Earl FitzWilliam 1840–1842 Viscount Sandon 1842–1843 The Marquess of Lansdowne 1843–1845 Lord Ashley 1845–1847 The Lord Monteagle of Brandon 1847–1849 The Earl FitzWilliam 1849–1851 The Earl of Harrowby 1851–1853 The Lord Overstone 1853–1855 The Earl FitzWilliam 1855–1857 The Earl of Harrowby 1857–1859 Lord Stanley 1859–1861 Lord John Russell 1861–1863 Sir John Pakington, Bt 1863–1865 William Henry Sykes 1865–1867 The Lord Houghton 1867–1869 William Ewart Gladstone 1869–1871 William Newmarch 1871–1873 William Farr 1873–1875 William Guy 1875–1877 James Heywood 1877–1879 George Shaw-Lefevre 1879–1880 Thomas Brassey 1880–1882 James Caird 1882–1884 Robert Giffen 1884–1886 Rawson W. Rawson 1886–1888 George Goschen 1888–1890 Thomas Graham Balfour 1890–1892 Frederic J. Mouat 1892–1894 Charles Booth 1894–1896 The Lord Farrer 1896–1897 John Biddulph Martin 1897 Alfred Edmund Bateman 1897–1899 Leonard Courtney 1899–1900 Henry Fowler 1900–1902 The Lord Avebury
20th century	1902–1904 Patrick George Craigie 1904–1905 Sir Francis Powell, Bt 1905–1906 The Earl of Onslow 1906–1907 Richard Martin 1907–1909 Sir Charles Dilke, Bt 1909–1910 Jervoise Athelstane Baines 1910–1912 Lord George Hamilton 1912–1914 Francis Ysidro Edgeworth 1914–1915 The Lord Welby 1915–1916 Lord George Hamilton 1916–1918 Bernard Mallet, Registrar General 1918–1920 Herbert Samuel 1920–1922 R. Henry Rew 1922–1924 The Lord Emmott 1924–1926 Udny Yule 1926–1928 The Viscount D'Abernon 1928–1930 A. William Flux 1930–1932 Sir Josiah Stamp 1932–1934 The Lord Meston 1934–1936 Major Greenwood 1936–1938 The Lord Kennet 1938–1940 Arthur Lyon Bowley 1940–1941 Henry William Macrosty 1941 Hector Leak 1941–1943 William Beveridge 1943–1945 Charles Ernest Snow 1945–1947 The Lord Woolton 1947–1949 David Heron 1949–1950 Sir Geoffrey Heyworth 1950–1952 Austin Bradford Hill 1952–1954 Ronald Fisher 1954–1955 The Lord Piercy 1955–1957 Egon Pearson 1957–1959 Harry Campion 1959–1960 Hugh Beaver 1960–1962 Maurice Kendall 1962–1964 Joseph Oscar Irwin 1964–1965 Sir Paul Chambers 1965–1966 L. H. C. Tippett 1966–1967 M. S. Bartlett 1967–1968 Frank Yates 1968–1969 Arthur Cockfield 1969–1970 R. G. D. Allen 1970–1971 Bernard Benjamin 1971–1972 George Alfred Barnard 1972–1973 Harold Wilson 1973–1974 D. J. Finney 1974–1975 Henry Daniels 1975–1977 Stella Cunliffe 1977–1978 Henry Wynn 1978–1980 Sir Claus Moser 1980–1982 David Cox 1982–1984 Peter Armitage 1984–1985 Walter Bodmer 1985–1986 John Nelder 1986–1987 James Durbin 1987–1989 John Kingman 1989–1991 Peter G. Moore 1991–1993 T. M. F. Smith 1993–1995 D. J. Bartholomew 1995–1997 Adrian Smith 1997–1999 R. N. Curnow 1999–2001 Denise Lievesley
21st century	2001–2003 Peter Green 2003–2005 Andy Grieve 2005–2007 Tim Holt 2008–2009 David Hand 2010–2010 Bernard Silverman (resigned Feb 2010; replaced pro tem by David Hand) 2011–2012 Valerie Isham 2013–2014 John Pullinger 2014–2016 Peter Diggle 2017–2018 David Spiegelhalter 2019– Deborah Ashby
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