James Durbin

London School of Economics and Political Science

StatisticsEconometricsMathematicsComputer scienceAutocorrelation

78Publications

35H-index

14kCitations

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Publications 75

Newest

#1Siem Jan KoopmanH-Index: 46

#2James DurbinH-Index: 35

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical syste...

#1James DurbinH-Index: 35

#2Siem Jan KoopmanH-Index: 46

#1James DurbinH-Index: 35

#2Siem Jan KoopmanH-Index: 46

#1James DurbinH-Index: 35

#2Siem Jan KoopmanH-Index: 46

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