Maurice Priestley Explained

Maurice Bertram Priestley (15 March 1933 – 15 June 2013^[1]) was a professor of statistics in the School of Mathematics, University of Manchester, England. He gained his first degree at the University of Cambridge and went on to gain a Ph.D. from the University of Manchester.

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] Less well-known but equally important was his work with M.T. Chao on nonparametric function fitting.

Selected publications

• Priestley . M. B. . Time-dependent spectral analysis and its application in prediction and control . 10.1016/0022-460X(71)90064-2 . Journal of Sound and Vibration . 17 . 4 . 517–534. 1971 . 1971JSV....17..517P .
• Priestley . M. B. . 10.1111/j.1467-9892.1980.tb00300.x . State-Dependent Models: A General Approach to Non-Linear Time Series Analysis . Journal of Time Series Analysis . 1 . 47–71 . 1980 .
• Priestley . M. B. . 10.1111/j.1467-9892.1996.tb00266.x . Wavelets and Time-Dependent Spectral Analysis . Journal of Time Series Analysis . 17 . 85–103. 1996 .
• Chao . M. T. . Priestley . M. B. . Non-parametric function fitting . Journal of the Royal Statistical Society, Series B . 34 . 385–392. 1972 . 3 . 10.1111/j.2517-6161.1972.tb00916.x .

Notes and References

1. [Tata Subba Rao]
2. MB Priestley,Spectral Analysis and Time Series (Vols. 1 & 2). London: Academic Press, 1981.
3. Tata Subba Rao, editor, Developments in time series analysis: in honour of Maurice B. Priestley, London, Chapman and Hall, 1993.