J. Durbin

London School of Economics & Political Science (LSE)

Houghton Street

London, WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

3

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15

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15

Scholarly Papers (3)

1.

Filtering and Smoothing of State Vector for Diffuse State-Space Models

Journal of Time Series Analysis, Vol. 24, pp. 85-98, 2003
Number of pages: 14 Posted: 03 Jun 2003
Siem Jan Koopman and J. Durbin
Vrije Universiteit Amsterdam - School of Business and Economics and London School of Economics & Political Science (LSE)
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2.

Fast Filtering and Smoothing for Multivariate State Space Models

Tilburg University, Center for Economic Research Discussion Paper Series No. 1998-18
Posted: 18 Nov 1998
Siem Jan Koopman and J. Durbin
Vrije Universiteit Amsterdam - School of Business and Economics and London School of Economics & Political Science (LSE)

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3.

A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance

CENTER Working Paper No. 9660
Posted: 22 Oct 1996
J.R. Magnus and J. Durbin
Vrije Universiteit Amsterdam, School of Business and Economics and London School of Economics & Political Science (LSE)

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