Citation:Pitt, Michael K, and Neil Shephard. 1997. “Likelihood analysis of non-Gaussian measurement time series.” Biometrika 84: 653-667.Download CitationBibTex Tagged XML Download Upload paper2.48 MB Notes:Reprinted in "Readings in Unobserved Component Models," A.C. Harvey and T. Proietti, 2005, 368-385, Oxford University Press.Last updated on 10/04/2013