James Durbin

发表

Is a philosophical consensus for statistics attainable

James Durbin, 1988 .

Time Series Analysis by State Space Methods

Siem Jan Koopman, James Durbin, J. Durbin, 2001 .

Approximate filtering and smoothing

Siem Jan Koopman, James Durbin, 2012 .

Fast Filtering and Smoothing for Multivariate State Space Models

Siem Jan Koopman, James Durbin, J. Durbin, 2000 .

Statistics and statistical science

James Durbin, J. Durbin, 1987 .

On a test of serial correlation for regression models with lagged dependent variables

James Durbin, 1992 .

Extensions of Kalman modelling to non-Gaussian observations

James Durbin, 1990 .

Evolutionary Origins of Statisticians and Statistics

James Durbin, J. Durbin, 1985 .

Filtering and Smoothing of State Vector for Diffuse State-Space Models

Siem Jan Koopman, James Durbin, 2001 .

A simple and efficient simulation smoother for state space time series analysis

Siem Jan Koopman, James Durbin, J. Durbin, 2002 .

Filtering, smoothing and forecasting

Siem Jan Koopman, James Durbin, 2012 .

Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

Siem Jan Koopman, James Durbin, J. Durbin, 1999 .

Tests of serial independence based on the cumulated periodogram

James Durbin, James Durbin, Ronald H. Brown, 1967 .

Maximum likelihood estimation of parameters

Siem Jan Koopman, James Durbin, J. Durbin, 2012 .

Weak convergence of the sample distribution function when parameters are estimated

James Durbin, J. Durbin, 1973 .

Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations

James Durbin, J. Durbin, 1988, Econometric Theory.

Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest

James Durbin, Jan R. Magnus, J. Magnus, 1999 .

TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS

James Durbin, J. Durbin, 1957 .

Some methods of constructing exact tests

James Durbin, J. Durbin, 1961 .

The first-passage density of a continuous gaussian process to a general boundary

James Durbin, J. Durbin, 1985, Journal of Applied Probability.

Approximations for densities of sufficient estimators

James Durbin, J. Durbin, 1981 .

Components of Cramer-von Mises statistics. I

James Durbin, M. Knott, J. Durbin, 1972 .

Inversions and Rank Correlation Coefficients

James Durbin, Alan Stuart, A. Stuart, 1951 .

Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals

James Durbin, J. Durbin, 1969 .

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

James Durbin, J. Durbin, 1970 .

An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression

James Durbin, J. Durbin, 1970 .

Benchmarking by State Space Models

James Durbin, Benoit Quenneville, 1997 .

On Birnbaum's Theorem on the Relation between Sufficiency, Conditionality and Likelihood

James Durbin, J. Durbin, 1970 .

Kolmogorov-smirnov tests when parameters are estimated

James Durbin, J. Durbin, 1976 .