-
2
-
-
0000094018
-
Monte Carlo maximum likelihood estimation for non-gaussian state space models
-
Durbin J, Koopman SJ (1997). "Monte Carlo Maximum Likelihood Estimation for Non-Gaussian State Space Models." Biometrika, 84(3). 669-684.
-
(1997)
Biometrika
, vol.84
, Issue.3
, pp. 669-684
-
-
Durbin, J.1
Koopman, S.J.2
-
3
-
-
0034354798
-
Time series analysis of non-gaussian observations based on state space models from both classical and bayesian perspectives
-
With discussion
-
Durbin J, Koopman SJ (2000). "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from both Classical and Bayesian Perspectives." Journal of the Royal Statistical Society B, 62(1), 3-56. With discussion.
-
(2000)
Journal of the Royal Statistical Society B
, vol.62
, Issue.1
, pp. 3-56
-
-
Durbin, J.1
Koopman, S.J.2
-
5
-
-
0001053807
-
Markov chain Monte Carlo for dynamic generalised linear models
-
Gamerman D (1998). "Markov Chain Monte Carlo for Dynamic Generalised Linear Models." Biometrika, 85, 215-227.
-
(1998)
Biometrika
, vol.85
, pp. 215-227
-
-
Gamerman, D.1
-
6
-
-
0001308047
-
The effects of seat belt legislation on British road casualties: A case study in structural time series modelling
-
With discussion
-
Harvey AC. Durbin J (1986). "The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling." Journal of the Royal Statistical Society A, 149(3), 187-227. With discussion.
-
(1986)
Journal of the Royal Statistical Society A
, vol.149
, Issue.3
, pp. 187-227
-
-
Harvey, A.C.1
Durbin, J.2
-
8
-
-
84950428388
-
A smoothness priors-state space modeling of time series with trend and seasonally
-
Kitagawa G. Gersch W (1984). "A Smoothness Priors-State Space Modeling of Time Series with Trend and Seasonally." Journal of the American Statistical Association. 79(386), 378-389.
-
(1984)
Journal of the American Statistical Association
, vol.79
, Issue.386
, pp. 378-389
-
-
Kitagawa, G.1
Gersch, W.2
-
9
-
-
0001729490
-
Statistical algorithms for models in state space using SsfPack 2.2
-
Koopman SJ, Shephard N, Doornik JA (1999). "Statistical Algorithms for Models in State Space Using SsfPack 2.2." Econometrics Journal. 2, 113-166.
-
(1999)
Econometrics Journal
, vol.2
, pp. 113-166
-
-
Koopman, S.J.1
Shephard, N.2
Doornik, J.A.3
-
11
-
-
33748324384
-
-
R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0
-
R Development Core Team (2006). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http: //www.R-project.org/.
-
(2006)
R: A Language and Environment for Statistical Computing
-
-
-
12
-
-
33646344460
-
Time series in R 1.5.0
-
Ripley BD (2002). "Time Series in R 1.5.0." R News. 2(2), 2-7.
-
(2002)
R News
, vol.2
, Issue.2
, pp. 2-7
-
-
Ripley, B.D.1
-
14
-
-
0013136164
-
A regression model for time series of counts
-
Zeger SL (1988). "A Regression Model for Time Series of Counts." Biometrika, 75(4), 621-629.
-
(1988)
Biometrika
, vol.75
, Issue.4
, pp. 621-629
-
-
Zeger, S.L.1
|