James Durbin
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- Benchmarking by State Space Models (RePEc:bla:istatr:v:65:y:1997:i:1:p:23-48)
by J. Durbin & B. Quenneville - Appendix: Statistical Requirements of the AIDS Epidemic (RePEc:bla:jorssa:v:151:y:1988:i:1:p:127-130)
by John Kingman & J. Durbin & David Cox & M. J. R. Healy - Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives (RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56)
by J. Durbin & S. J. Koopman - Design of Multi‐Stage Surveys for the Estimation of Sampling Errors (RePEc:bla:jorssc:v:16:y:1967:i:2:p:152-164)
by J. Durbin - Fast Filtering and Smoothing for Multivariate State Space Models (RePEc:bla:jtsera:v:21:y:2000:i:3:p:281-296)
by S. J. Koopman & J. Durbin - Filtering and smoothing of state vector for diffuse state‐space models (RePEc:bla:jtsera:v:24:y:2003:i:1:p:85-98)
by S. J. Koopman & J. Durbin - Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations (RePEc:cup:etheor:v:4:y:1988:i:01:p:159-170_01)
by Durbin, James - Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (RePEc:ecm:emetrp:v:38:y:1970:i:3:p:410-21)
by Durbin, J - An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression (RePEc:ecm:emetrp:v:38:y:1970:i:3:p:422-29)
by Durbin, J - Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest (RePEc:ecm:emetrp:v:67:y:1999:i:3:p:639-644)
by Jan R. Magnus & J. Durbin - Approximations for densities of sufficient estimators (RePEc:eee:econom:v:16:y:1981:i:1:p:165-165)
by Durbin, J. - Is a philosophical consensus for statistics attainable? (RePEc:eee:econom:v:37:y:1988:i:1:p:51-61)
by Durbin, J. - Reply to Stephen E. Fienberg's discussion (RePEc:eee:econom:v:37:y:1988:i:1:p:65-65)
by Durbin, J. - Seasonal Adjustment When the Seasonal Component Behaves Neither Purely Multiplicatively nor Purely Additively (RePEc:nbr:nberch:4325)
by J. Durbin & P. B. Kenny - A simple and efficient simulation smoother for state space time series analysis (RePEc:oup:biomet:v:89:y:2002:i:3:p:603-616)
by J. Durbin - Time Series Analysis by State Space Methods (RePEc:oxp:obooks:9780198523543)
by Durbin, James & Koopman, Siem Jan - Time Series Analysis by State Space Methods (RePEc:oxp:obooks:9780199641178)
by Durbin, James & Koopman, Siem Jan - An efficient and simple simulation smoother for state space time series analysis (RePEc:sce:scecf1:52)
by J. Durbin and S.J. Koopman - A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance (RePEc:tiu:tiucen:325b330c-b816-4978-90c2-5ef317bcc75e)
by Magnus, J.R. & Durbin, J. - Fast Filtering and Smoothing for Multivariate State Space Models (RePEc:tiu:tiucen:3ca0d14b-21ad-427f-8631-efb16eb47081)
by Koopman, S.J.M. & Durbin, J. - Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (RePEc:tiu:tiucen:6338af09-6f2c-46d0-985b-d85d089fbce3)
by Durbin, J. & Koopman, S.J.M. - A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance (RePEc:tiu:tiutis:325b330c-b816-4978-90c2-5ef317bcc75e)
by Magnus, J.R. & Durbin, J. - Fast Filtering and Smoothing for Multivariate State Space Models (RePEc:tiu:tiutis:3ca0d14b-21ad-427f-8631-efb16eb47081)
by Koopman, S.J.M. & Durbin, J. - Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (RePEc:tiu:tiutis:6338af09-6f2c-46d0-985b-d85d089fbce3)
by Durbin, J. & Koopman, S.J.M.