|Professor James Durbin|
30 June 1923|
|Died||23 June 2012(aged 88)|
|Institutions||London School of Economics
University of Cambridge
|Alma mater||St John's College, Cambridge|
|Known for||Time series analysis
|Notable awards||Guy Medal (Bronze, 1966) (Silver, 1976) (Gold, 2008)
Fellow of the British Academy
Durbin joined the London School of Economics in 1950 and was appointed professor of statistics in 1961, 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. 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.||”|
His last book, Time Series Analysis by State Space Methods, 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.
- 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
- "James Durbin". A Dictionary of Statistics. Oxford University Press. 2008. Retrieved 30 July 2014.
- "Royal Statistical Society Presidents". Royal Statistical Society. Retrieved 6 August 2010.
- "LSE — Statistics — News". Retrieved 2008-02-28.
- 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. Retrieved 2 July 2012.