Professor T Subba Rao (1942-2018)
Our respected colleague, fondly known as Rao here, passed away on Friday, 13 April 2018.
Rao was a distinguished statistician who is well-known for his contributions to time series analysis. His early work includes test of non-stationarity (JRSS B, 1969, with MB Priestley) and estimation of non-stationary time series models with time-varying parameters (JRSS B, 1970). However he is probably best known for his study of bilinear time series model properties and estimation method (JRSS B, 1981). His book (1984, with MM Gabr) on bispectral analysis and bilinear models has now become a time series classic. He supervised PhD students in their work to extend the model and/or bispectral approach to multivariate time series and random fields. More recent contributions include times series models and analysis for astronomic and environmental data. For many years he worked with G Terdik and published papers on highly technical problems in nonlinear and non-stationary time series and spatial-temporal analysis.
As can be seen from his web page, Rao's motto was Think Time Series, Eat Time Series and Sleep Time Series. He remained active after his retirement in 2009. Among other things he edited Handbook of Statistics (2012, Vol 30) with S Subba Rao and CR Rao.
Rao is greatly missed and his name lives on.