Harvey, Andrew C, and Neil Shephard. 1993. “
Structural time series models.” Handbook of Statistics, (edited by G.S. Maddala, C.R. Rao and H.D. Vinod), Vol. 11:Econometrics: 261-302. Amsterdam: North Holland.
Reprinted in "Econometric Inference using Simulation Techniques" (editors B.W. Brown, Alain Monfort and Herman K. Van Dijk), Chichester: John Wiley & Sons, 1995, 151-168.