The following pages link to J. Durbin (Q2559109):
Displaying 50 items.
- Fast Filtering and Smoothing for Multivariate State Space Models (Q62653) (← links)
- Weak convergence of the sample distribution function when parameters are estimated (Q2559110) (← links)
- (Q2760417) (← links)
- (Q2891271) (← links)
- TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS (Q3250118) (← links)
- A note on the application of Quenouille's method of bias reduction to the estimation of ratios (Q3265196) (← links)
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS (Q3276970) (← links)
- (Q3281479) (← links)
- The Fitting of Time-Series Models (Q3284206) (← links)
- (Q3288504) (← links)
- (Q3289466) (← links)
- Present Position and Potential Developments: Some Personal Views: Time Series Analysis (Q3341711) (← links)
- (Q3343280) (← links)
- (Q3498080) (← links)
- (Q3662482) (← links)
- (Q3678391) (← links)
- (Q3694431) (← links)
- The first-passage density of a continuous gaussian process to a general boundary (Q3696219) (← links)
- (Q3703101) (← links)
- A reconciliation of two different expressions for the first-passage density of brownian motion to a curved boundary (Q3821381) (← links)
- Some methods of constructing exact tests (Q3846647) (← links)
- Approximations for densities of sufficient estimators (Q3876821) (← links)
- The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier series (Q3876822) (← links)
- Report of the International Statistical Institute Committee on the Integration of Statistics (Q3886644) (← links)
- The first-passage density of the Brownian motion process to a curved boundary (Q4018323) (← links)
- Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings (Q4051406) (← links)
- (Q4102614) (← links)
- (Q4107790) (← links)
- (Q4127783) (← links)
- (Q4192801) (← links)
- (Q4215577) (← links)
- Benchmarking by State Space Models (Q4361763) (← links)
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models (Q4364934) (← links)
- Filtering and smoothing of state vector for diffuse state-space models (Q4431629) (← links)
- A simple and efficient simulation smoother for state space time series analysis (Q4455356) (← links)
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest (Q4530946) (← links)
- The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling (Q4723099) (← links)
- (Q4731983) (← links)
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (Q4943405) (← links)
- The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion) (Q4949639) (← links)
- (Q5331629) (← links)
- The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines (Q5563182) (← links)
- Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals (Q5572969) (← links)
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test (Q5631845) (← links)
- (Q5631971) (← links)
- (Q5649287) (← links)
- (Q5684085) (← links)
- (Q5722626) (← links)
- (Q5799101) (← links)
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II (Q5804581) (← links)
