Selected Entire List   Durbin, J.   London School of Economics & Political Science (LSE)  Houghton Street  London, WC2A 2AE  United Kingdom   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Durbin, J.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 15 Total Citations 12 Papers (3) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Filtering and Smoothing of State Vector for Diffuse State-space Models | Show Abstract Hide Abstract | Download | Journal of Time Series Analysis, Vol. 24, pp. 85-98, 2003 Accepted Paper Series Koopman, Siem Jan VU University Amsterdam Durbin, J. London School of Economics & Political Science (LSE) Posted: 03 Jun 03 15 (292,891) 12 2.   Fast Filtering and Smoothing For Multivariate State Space Models | Show Abstract Hide Abstract | Tilburg University, Center for Economic Research Discussion Paper Series No. 1998-18 Working Paper Series Koopman, Siem Jan VU University Amsterdam Durbin, J. London School of Economics & Political Science (LSE) Posted: 18 Nov 98   3.   A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance | Show Abstract Hide Abstract | CENTER Working Paper No. 9660 Working Paper Series Magnus, J.R. Tilburg University, CentER Durbin, J. London School of Economics & Political Science (LSE) Posted: 22 Oct 96   Records 1 - 3 of 3 matches [ 1 ]

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