James Durbin

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Time series analysis by state space methods.
Oxford Statistical Science Series
2012-06-14Paper
scientific article; zbMATH DE number 5280138 (Why is no real title available?)2008-05-28Paper
A simple and efficient simulation smoother for state space time series analysis
Biometrika
2004-03-16Paper
Filtering and smoothing of state vector for diffuse state-space models
Journal of Time Series Analysis
2003-10-22Paper
Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
Econometrica
2002-05-28Paper
Time series analysis by state space methods
Oxford Statistical Science Series
2002-01-01Paper
Fast filtering and smoothing for multivariate state space models
Journal of Time Series Analysis
2001-03-01Paper
The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion)
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics
2000-07-19Paper
Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
Journal of the Royal Statistical Society Series B: Statistical Methodology
2000-06-07Paper
Fast filtering and smoothing for multivariate state space models
Journal of Time Series Analysis
2000-05-01Paper
scientific article; zbMATH DE number 1215447 (Why is no real title available?)1999-02-09Paper
Monte Carlo maximum likelihood estimation for non-Gaussian state space models
Biometrika
1998-06-02Paper
Benchmarking by State Space Models
International Statistical Review
1997-01-01Paper
The first-passage density of the Brownian motion process to a curved boundary
Journal of Applied Probability
1993-01-16Paper
A reconciliation of two different expressions for the first-passage density of brownian motion to a curved boundary
Journal of Applied Probability
1988-01-01Paper
scientific article; zbMATH DE number 4117670 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 3930129 (Why is no real title available?)1986-01-01Paper
The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
Journal of the Royal Statistical Society. Series A (General)
1986-01-01Paper
The first-passage density of a continuous gaussian process to a general boundary
Journal of Applied Probability
1985-01-01Paper
scientific article; zbMATH DE number 3919524 (Why is no real title available?)1985-01-01Paper
Present Position and Potential Developments: Some Personal Views: Time Series Analysis
Journal of the Royal Statistical Society. Series A (General)
1984-01-01Paper
scientific article; zbMATH DE number 3899863 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3878201 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3814820 (Why is no real title available?)1983-01-01Paper
Approximations for densities of sufficient estimators
Biometrika
1980-01-01Paper
The approximate distribution of partial serial correlation coefficients calculated from residuals from regression on Fourier series
Biometrika
1980-01-01Paper
Report of the International Statistical Institute Committee on the Integration of Statistics
International Statistical Review / Revue Internationale de Statistique
1980-01-01Paper
scientific article; zbMATH DE number 3631760 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3555216 (Why is no real title available?)1976-01-01Paper
Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
Biometrika
1975-01-01Paper
scientific article; zbMATH DE number 3524591 (Why is no real title available?)1975-01-01Paper
scientific article; zbMATH DE number 3530831 (Why is no real title available?)1975-01-01Paper
Weak convergence of the sample distribution function when parameters are estimated
The Annals of Statistics
1973-01-01Paper
scientific article; zbMATH DE number 3421754 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3378414 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3357848 (Why is no real title available?)1971-01-01Paper
Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
Journal of Applied Probability
1971-01-01Paper
Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
Biometrika
1969-01-01Paper
The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines
Annals of Mathematical Statistics
1968-01-01Paper
scientific article; zbMATH DE number 3205772 (Why is no real title available?)1963-01-01Paper
scientific article; zbMATH DE number 3186351 (Why is no real title available?)1962-01-01Paper
Some methods of constructing exact tests
Biometrika
1961-01-01Paper
scientific article; zbMATH DE number 3170801 (Why is no real title available?)1961-01-01Paper
The Fitting of Time-Series Models
Revue de l'Institut International de Statistique / Review of the International Statistical Institute
1960-01-01Paper
scientific article; zbMATH DE number 3163319 (Why is no real title available?)1960-01-01Paper
A note on the application of Quenouille's method of bias reduction to the estimation of ratios
Biometrika
1959-01-01Paper
EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
Biometrika
1959-01-01Paper
scientific article; zbMATH DE number 3169881 (Why is no real title available?)1959-01-01Paper
TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS
Biometrika
1957-01-01Paper
Errors in Variables
Revue de l'Institut International de Statistique / Review of the International Statistical Institute
1954-01-01Paper
scientific article; zbMATH DE number 3092179 (Why is no real title available?)1954-01-01Paper
scientific article; zbMATH DE number 3083063 (Why is no real title available?)1953-01-01Paper
A Note on Regression when There is Extraneous Information about One of the Coefficients1953-01-01Paper
TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
Biometrika
1951-01-01Paper
THE GEOMETRY OF ESTIMATION
Biometrika
1951-01-01Paper
Exact Tests of Serial Correlation using Noncircular Statistics
Annals of Mathematical Statistics
1951-01-01Paper
scientific article; zbMATH DE number 3059918 (Why is no real title available?)1950-01-01Paper


Research outcomes over time


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