Clive William John Granger & Roselyne Joyeux
http://en.wikipedia.org/wiki/Clive_Granger
论文:Granger, C. W. J. and Joyeux, R. (1980). "An introduction to long-memory time series models and fractional differencing". Journal of Time Series Analysis 1: 15–30.
Jonathan Hosking
http://www.research.ibm.com/people/h/hosking/
论文:
Hosking, J. R. M. (1981). Fractional differencing. Biometrika, 68, 165-176.
Hosking, J. R. M. (1996). Asymptotic distributions of the sample mean, autocovariances and autocorrelations of long-memory time series. Journal of Econometrics, 73, 261-284.
他们杰出的成就是提出最经典的长记忆模型ARFIMA(0,d,0)序列,成为金融计量、统计学、计量经济学等领域的前沿问题,长记忆模型是分形市场假说等新的金融理论的数理模型基础,是对有效市场假说的数理模型基础的拓展和广义化。但是Clive William John Granger(September 4, 1934 – May 27, 2009)In 2003, Granger was awarded the Nobel Memorial Prize in Economic Sciences, in recognition that he and his co-winner, Robert F. Engle, had made discoveries in the analysis of time series data that had changed fundamentally the way in which economists analyse financial and macroeconomic data.
所以,
Jonathan Hosking和Roselyne Joyeux可能获奖。。。。。