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The likelihood for a state space model
Piet De Jong
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Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
peer-review
66
Citations (Scopus)
Overview
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Mathematics
State-space Model
69%
Likelihood
50%
Initial conditions
47%
Filtering
38%
Kalman Filter
23%
Estimation Error
22%
Zero
19%
Adjustment
19%
Covariance matrix
17%
Estimate
8%
Business & Economics
State-space Model
100%
Initial Conditions
65%
Estimation Error
24%
Kalman Filter
22%
Covariance Matrix
21%
Medicine & Life Sciences
Space Simulation
89%
Engineering & Materials Science
Covariance matrix
29%
Error analysis
26%
Kalman filters
26%
Agriculture & Biology
variance covariance matrix
80%