Estimation, Smoothing, Interpolation, and Distribution for Structural Time Series Models in Discrete and Continuous Time
Publication information:
Stock J. Estimation, Smoothing, Interpolation, and Distribution for Structural Time Series Models in Discrete and Continuous Time. In: Models, Methods and Applications of Econometrics (Festschrift for A.R. Bergstrom). Blackwell; 1991. pp. 55–70.