Likelihood analysis of non-Gaussian measurement time series
Publication information:
Pitt, Michael, and Neil Shephard. 1997. “Likelihood Analysis of Non-Gaussian Measurement Time Series”. Biometrika 84: 653-67.
Notes
Reprinted in "Readings in Unobserved Component Models," A.C. Harvey and T. Proietti, 2005, 368-385, Oxford University Press.