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Stable algorithms for the state space model
Piet De Jong
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Corresponding author for this work
Research output
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Contribution to journal
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Article
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peer-review
18
Citations (Scopus)
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Mathematics
State-space Model
69%
Generalized Least Squares
17%
Missing Values
17%
Innovation
15%
Filtering
14%
Smoothing
13%
Covariance matrix
13%
Least Squares
12%
Likelihood
12%
Evaluation
10%
Series
8%
Generalise
7%
Business & Economics
State-space Model
100%
Missing Values
20%
Generalized Least Squares
17%
Covariance Matrix
16%
Smoothing
15%
Least Squares
15%
Innovation
10%
Evaluation
7%
Engineering & Materials Science
Covariance matrix
14%