Maurice Priestley

Maurice Bertram Priestley (15 March 1933 – 15 June 2013[1]) was a professor of statistics in the School of Mathematics, University of Manchester. 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(1933-03-15)15 March 1933
Died15 June 2013(2013-06-15) (aged 80)
NationalityBritish
Alma materUniversity of Manchester
Scientific career
FieldsStatistics
InstitutionsUniversity of Manchester
Doctoral advisorM. S. Bartlett
Doctoral studentsHowell 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]

Selected publications
  • Priestley, M. B. (1971). "Time-dependent spectral analysis and its application in prediction and control". Journal of Sound and Vibration. 17 (4): 517–534. 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.
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References
  1. Tata Subba Rao and Granville Tunnicliffe-Wilson, Obituary: Maurice Priestley 1933–2013, IMS Bulletin on line 29 August 2013
  2. MB Priestley, Spectral Analysis and Time Series (Vols. 1 & 2). London: Academic Press, 1981. ISBN 978-0-12-564901-8
  3. 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


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