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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Documentos de trabajo / Banco de España, Servicio de Estudios"
~language:"eng"
~person:"Durbin, James"
~subject:"Gleichgewichtstheorie"
~type_genre:"Working Paper"
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Estimation theory
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Durbin, James
Maravall Herrero, Agustín
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Discussion paper / Center for Economic Research, Tilburg University
Documentos de trabajo / Banco de España, Servicio de Estudios
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Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
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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
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
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