Thanks for posting this, Matt.  Here is a related notice on behalf of the Society.

Peter John Brockwell

12 October 1937 – 5 July 2023

We have received the sad news that Peter Brockwell passed away on July 5^th, aged 85.

Peter graduated from the University of Melbourne with a Masters in Statistics (1962), having also completed a degree in electrical engineering.  After completing a PhD with José Enrique Moyal at the ANU (1967), most of his career as a statistician was spent in the USA, at Colorado State University, where he was appointed Professor of Statistics in 1977.  He also had professorial and chairmanship appointments at La Trobe University (1973-76), the University of  Melbourne (1988-89) and RMIT University (1995-96), among other places.

Peter was an excellent mathematical statistician who made substantial and deep contributions to time series and forecasting, including authoring two key books with R.A. Davis: “Time series: theory and methods” (1987) and “Introduction to time series and forecasting” (2000).  He gave many invited and plenary lectures at important events and conferences throughout his career.

Peter had a history of making cases for numerous additional faculty appointments in his multiple appointments as department chairman. In the Australian context he was involved in the organisation of the Third Australian Statistical Conference in 1976.  Among his many PhD students was Rob Hyndman, whom he co-supervised with Gary Grunwald.

The Society expresses its condolences to his family and friends.

Ian Gordon
President, SSA