@article {108886,
	title = {Likelihood analysis of non-Gaussian measurement time series},
	journal = {Biometrika},
	volume = {84},
	year = {1997},
	note = {Reprinted in "Readings in Unobserved Component Models," A.C. Harvey and T. Proietti, 2005, 368-385, Oxford University Press.},
	pages = {653-667},
	author = {Pitt, Michael K. and Neil Shephard}
}
