Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis

  • Gwilym Jenkins
Part of the Palgrave Advanced Texts in Econometrics book series (PATEC)


Gwilym Meirion Jenkins was born in 1933 in Gowerton, Swansea, in the principality of Wales and was very much a Welshman, speaking only Welsh until the age of seven and even in later life often thinking in the language. He obtained a first class honours degree in Mathematics from UCL in 1953 and remained there to complete a doctorate, in the area of time series analysis, in 1956. He then spent two years as a junior fellow at the Royal Aircraft Establishment (RAE) at Farnborough helping to design aircraft before being appointed to a lectureship in statistics at Imperial College. During 1959–60 Jenkins was invited to Stanford and Princeton as a visiting professor, where he began his long collaboration with George Box (see Chapter 6), and he returned to the United States in 1964–5 as a visiting professor at the University of Wisconsin, where the collaboration continued. It was during this visit that the seriousness of his medical condition was first realized: for the next 17 years he would fight a slowly losing battle against Hodgkin’s disease.


Spectral Analysis Spectral Density Autoregressive Model Frequency Response Function Nyquist Frequency 
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© Terence C. Mills 2013

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  • Gwilym Jenkins

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