Piet de Jong

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8426-1886

Department of Statistics, London School of Economics, London, WC2A 2AE, U.K.

Publications

• Diagnosing Shocks in Time Series — Journal of the American Statistical Association 1998
• The scan sampler for time series models — Biometrika 1997
• The simulation smoother for time series models — Biometrika 1995
• Fast likelihood evaluation and prediction for nonstationary state space models — Biometrika 1994
• The Diffuse Kalman Filter — The Annals of Statistics 1991
• Smoothing and Interpolation with the State-Space Model — Journal of the American Statistical Association 1989
• A cross-validation filter for time series models — Biometrika 1988
• The likelihood for a state space model — Biometrika 1988
• Covariances for smoothed estimates in state space models — Biometrika 1988
• Testing for Random Pairing — Journal of the American Statistical Association 1983
• The Fast Fourier Transform Spectral Estimator — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1977
• The recursive fitting of autoregressions — Biometrika 1976