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Durbin, J. (James) 1923-2012

Overview
Works: 63 works in 150 publications in 3 languages and 1,298 library holdings
Genres: Conference proceedings 
Roles: Author
Classifications: QA280, 519.5
Publication Timeline
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Publications about J Durbin
Publications by J Durbin
Publications by J Durbin, published posthumously.
Most widely held works by J Durbin
Time series analysis by state space methods by J Durbin( Book )
34 editions published between 2001 and 2012 in English and Undetermined and held by 480 libraries worldwide
This excellent text provides a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbence terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. The book provides an excellent source for the development of practical courses on time series analysis
Distribution theory for tests based on the sample distribution function by J Durbin( Book )
28 editions published between 1973 and 2015 in English and held by 419 libraries worldwide
Annotation
State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin ( Book )
4 editions published in 2004 in English and held by 120 libraries worldwide
Seasonal adjustment of unemployment series by R. L Brown( Book )
6 editions published in 1971 in English and Undetermined and held by 55 libraries worldwide
Testing for serial correlation in least squares regression by J Durbin( Book )
4 editions published between 1951 and 1952 in English and held by 10 libraries worldwide
Exact tests of serial correlation using non-circular statistics by Geoffrey S Watson( Book )
4 editions published in 1952 in English and held by 9 libraries worldwide
Statistical modelling in the social sciences by J Durbin( Book )
2 editions published in 1995 in English and held by 7 libraries worldwide
A classical problem in linear regression : or how to estimate the mean of a univariate normal distribution with known variance by Jan R Magnus( Book )
2 editions published in 1996 in English and held by 6 libraries worldwide
Halfway House a Story by J Durbin( Book )
1 edition published in 2014 in English and held by 6 libraries worldwide
Set in a crime-ridden, inner-city neighborhood teeming with hookers and drug deals, Halfway House is one man's story of tragic downfall and recovery from alcoholism in a house full of alcoholics and addicts from all walks of life
The Use of sampling methods in national income statistics and social accounting by Richard Stone( Book )
3 editions published in 1950 in English and held by 5 libraries worldwide
Fast filtering and smoothing for multivariate state space models by S. J Koopman( Book )
3 editions published in 1998 in English and held by 5 libraries worldwide
This paper gives a new approach to diffuse filtering and smoothing for multivariate state space models. The standard approach treats the observations as vectors while our approach treats each element of the observational vector individually. This strategy leads to computationally efficient methods for multivariate filtering and smoothing. Also, the treatment of the diffuse initial state vector in multivariate models is much simpler than existing methods. The paper presents details of relevant algorithms for filtering, prediction and smoothing. Proofs are provided. Three examples of multivariate models in statistics and economics are presented for which the new approach is particularly relevant
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives by J Durbin( Book )
3 editions published in 1998 in English and held by 5 libraries worldwide
Jōtai kūkan moderingu ni yoru jikeiretsu bunseki nyūmon ( Book )
2 editions published in 2004 in Japanese and held by 3 libraries worldwide
Contributions à la théorie des réseaux by J Durbin( Book )
1 edition published in 1950 in French and held by 3 libraries worldwide
A wildlife survey of Marojejy Nature Reserve, Madagascar : report of the Cambridge Madagascar Rainforest Expedition 1988 ( Book )
1 edition published in 1990 in English and held by 2 libraries worldwide
A note on the application of Quenouille's method of bias reduction to the estimation of ratios by J Durbin( Book )
1 edition published in 1959 in English and held by 2 libraries worldwide
The fitting of time-series models by J Durbin( Book )
2 editions published between 1959 and 1960 in English and held by 2 libraries worldwide
Errors in variables by J Durbin( Article )
1 edition published in 1994 in English and held by 2 libraries worldwide
Efficient fitting of linear models for continuous stationary time series from discrete data by J Durbin( Book )
2 editions published between 1960 and 1961 in English and held by 2 libraries worldwide
Time Series Analysis by State Space Methods Second Edition by J Durbin( Computer File )
2 editions published in 2012 in English and held by 0 libraries worldwide
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than themain analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. Additions to this second e
 
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Alternative Names
Durbin, J.
Durbin, J. 1923-
Durbin, James 1923-
Durbin, James 1923-2012
James Durbin American statistician
ダービン, J
Languages
English (103)
Japanese (2)
French (1)
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