Abstract
During the 1940s and 1950s the subject of statistical time series analysis matured from a scattered collection of methods into formal branch of statistics. Much of the mathematical groundwork was laid down and many of the practical methods were developed during this period. The foundations of the field were developed by individuals whose names are familiar to most statisticians: Yule, Wold, Wiener, and Kolmogorov. Interestingly, many of the methodological techniques that originated 40 to 50 years ago still play a principal role in modern time-series analysis. A key participant in this golden-age of time-series analysis was Peter Whittle.
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Calder, M., Davis, R.A. (1997). Introduction to Whittle (1953) The Analysis of Multiple Stationary Time Series. In: Kotz, S., Johnson, N.L. (eds) Breakthroughs in Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0667-5_7
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