J. Durbin
1950–2012 年に発表
- 39
- 論文数
- 21,458
- 被引用数
- 34
- h 指数
- 39
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Computer Science23.8%
- Economics, Econometrics and Finance18.1%
- Mathematics12.6%
- Engineering11.7%
- Medicine6%
- Decision Sciences5.9%
- その他21.9%
トピック
- Financial Risk and Volatility Modeling3%
- Statistical Methods and Inference2.8%
- Advanced Statistical Methods and Models2.4%
- Monetary Policy and Economic Impact2.1%
- Bayesian Methods and Mixture Models2.1%
- Control Systems and Identification1.9%
- その他85.7%
共著者
- Siem Jan Koopman6
- G. S. Watson4
- M. Knott2
- Alexandra Landsberg1
- Andrew Harvey1
- C. Williams1
- Carl C. Taylor1
- Cathleen S. Morawetz1
- D. V. Lindley1
- David Cox1
- David Williams1
- Douglas Black1
- Fernando F. Grinstein1
- Frank C. Hoppensteadt1
- Garrett Birkhoff1
- Hans F. Weinberger1
- Ivan Singer1
- J. A. C. Brown1
- J. Aitchison1
- J. L. Lions1
- Jessica Evans1
- John Kingman1
- Julian Peto1
- L. Rosenblum1
全論文
- Techniques for Testing the Constancy of Regression Relationships Over Time
著者: R. L. Brown, J. Durbin, Jessica Evans - Journal of the Royal Statistical Society Series B (Statistical Methodology) 1975 被引用: 5,028
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
著者: J. Durbin, G. S. Watson - Biometrika 1951 被引用: 3,638
- Errors in Variables
著者: J. Durbin - Revue de l Institut International de Statistique / Review of the International Statistical Institute 1954 被引用: 1,268
- The Fitting of Time-Series Models
著者: J. Durbin - Revue de l Institut International de Statistique / Review of the International Statistical Institute 1960 被引用: 1,053
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. I
著者: J. Durbin, G. S. Watson - Biometrika 1950 被引用: 949
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
著者: J. Durbin, Siem Jan Koopman - Journal of the Royal Statistical Society Series B (Statistical Methodology) 2000 被引用: 387
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models
著者: J. Durbin - Biometrika 1997 被引用: 445
- Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
著者: J. Durbin - Econometrica 1970 被引用: 1,197
- Estimation of Parameters in Time-Series Regression Models
著者: J. Durbin - Journal of the Royal Statistical Society Series B (Statistical Methodology) 1960 被引用: 522
- Testing for Serial Correlation in Least Squares Regression. III
著者: J. Durbin, G. S. Watson - Biometrika 1971 被引用: 315
- CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS
著者: Garrett Birkhoff, D. V. Lindley, R. S. Varga, Patrick Billingsley, J. L. Lions, Roger Penrose, J. Durbin, Sol I. Rubinow, P. D. Lax, Ivan Singer, Werner C. Rheinboldt, Hans F. Weinberger, R. T. Rockafellar, Cathleen S. Morawetz, Frank C. Hoppensteadt - 2010 被引用: 251
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
著者: J. Durbin - Biometrika 1959 被引用: 372
- Time Series Analysis by State Space Methods
著者: J. Durbin, Siem Jan Koopman - Oxford University Press eBooks 2012 被引用: 1,461
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
著者: J. Durbin - Journal of Applied Probability 1971 被引用: 227
- Time Series Analysis by State Space Methods: Second Edition
著者: Siem Jan Koopman, J. Durbin - 2012 被引用: 97
- A simple and efficient simulation smoother for state space time series analysis
著者: J. Durbin - Biometrika 2002 被引用: 611
- Weak Convergence of the Sample Distribution Function when Parameters are Estimated
著者: J. Durbin - The Annals of Statistics 1973 被引用: 387
- Distribution Theory for Tests Based on the Sample Distribution Function.
著者: P. Holgate, J. Durbin - Journal of the American Statistical Association 1974 被引用: 381
- The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
著者: Andrew Harvey, J. Durbin - Journal of the Royal Statistical Society Series A (General) 1986 被引用: 336
- Distribution Theory for Tests Based on the Sample Distribution Function
著者: J. Durbin - Society for Industrial and Applied Mathematics eBooks 1973 被引用: 256
- Components of Cramér–Von Mises Statistics. I
著者: J. Durbin, M. Knott - Journal of the Royal Statistical Society Series B (Statistical Methodology) 1972 被引用: 209
- Fast Filtering and Smoothing for Multivariate State Space Models
著者: Siem Jan Koopman, J. Durbin - Journal of Time Series Analysis 2000 被引用: 155
- Components of Cramér-Von Mises Statistics. Ii
著者: J. Durbin, M. Knott, Carl C. Taylor - Journal of the Royal Statistical Society Series B (Statistical Methodology) 1975 被引用: 87
- Exact Tests of Serial Correlation using Noncircular Statistics
著者: G. S. Watson, J. Durbin - The Annals of Mathematical Statistics 1951 被引用: 66
