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D.R. Brillinger 45Tukey wrote many important books, and many papers. A selection ofthe latter may be found in his Collected Works. 21Some advice for the studentsLearn the theory for the theory becomes the practice.Learn the math because that is the hard part of the other sciences.In consulting contexts ask, ‘What is the question?’ Ask it again, andagain, and...Answer a question with, ‘It depends,’ followed by saying what it dependsupon.Be lucky, remembering that you make your luck.Don’t forget that statisticians are the free-est of all scientists — theycan work on anything. Take advantage.Closing wordsCongratulations graduates.May your careers be wonderful and may they emulate John Tukey’s inimportant ways.Thank you for your attention.4.3 ConclusionIn my academic lifetime, statistical time series work went from the real-valueddiscrete time stationary case, to the vector-valued case, to the nonstationarycase, to the point process case, to the spatial case, to the spatial-temporalcase, to the generalized function case, to the function-valued time parametercase. It proved important that robust/resistant variants 22 followed such cases.In summary there has been a steady progression of generalization andabstraction in modeling and data analysis of random processes. Learning themathematics and continuing this progression is the challenge for the future.For more details on John Tukey’s life, see Brillinger (2002a) and Brillinger(2002b). This work was partially supported by the NSF Grant DMS–100707157.

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