J. Durbin

1959–2012

A researcher in the Science corpus: 4 papers; trusts 0 researchers and is trusted by 53 researchers here, as inferred from the citation graph.

Who trusts J. Durbin overall

1. S. J. Koopman
2. Jouchi Nakajima
3. Gary Koop
4. Joshua C. C. Chan
5. Usik Lee
6. André Lucas
7. Sylvia Frühwirth-Schnatter
8. Qiwei Yao
9. Kurt Brännäs
10. Konstantinos Metaxoglou

Papers from J. Durbin's perspective

Ordered by how strongly the researchers J. Durbin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Bayesian Forecasting and Dynamic Models (2nd edn)
2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
3. Estimating the Dimension of a Model
4. Short-Term Load Forecasting Methods: An Evaluation Based on European Data (IEEE Transactions on Power Systems)
5. Forecasting Using Principal Components From a Large Number of Predictors
6. Some Aspects of the Spline Smoothing Approach to Non‐Parametric Regression Curve Fitting
7. A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
8. Applied Nonparametric Regression
9. Nonparametric regression and generalized linear models
10. A simple and efficient simulation smoother for state space time series analysis

Their papers

• A simple and efficient simulation smoother for state space time series analysis (2002) — 626 citations
• Time Series Analysis by State Space Methods: Second Edition (2012) — 380 citations
• Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives (1998)
• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS (1959)