Greta M. Ljung
Greta M. Ljung | |
|---|---|
| Born | Greta Marianne Ljung 1941 Jeppo, Finland |
| Died | (aged 82) Lexington, Massachusetts, U.S. |
| Education | Åbo Akademi University (BS, MS) University of Wisconsin–Madison (PhD) |
| Known for | Ljung–Box test |
| Scientific career | |
| Fields | Statistician |
| Institutions | MIT Insurance Information Institute |
| Thesis | Studies in the Modeling of Discrete Time Series |
| Doctoral advisor | George E. P. Box |
Greta Marianne Ljung (1941 – August 12, 2024) was a Finnish-American statistician. The Ljung–Box test for time series data is named after her and her doctoral advisor, George E. P. Box. She has written textbooks on time series analysis and her work has been published in several top statistical journals, including Biometrika and the Journal of the Royal Statistical Society.