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Journal Article The simulation smoother for time series models Get access PIET DE JONG, PIET DE JONG Faculty of Commerce and Business Administration, University of British ColumbiaVancouver, B.C., V6T 1Z2, Canada Search for other works by this author on: Oxford Academic Google Scholar NEIL SHEPHARD NEIL SHEPHARD Nuffield CollegeOxford, OX1 1NF, U.K. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 82, Issue 2, June 1995, Pages 339–350, https://doi.org/10.1093/biomet/82.2.339 Published: 01 June 1995 Article history Received: 01 December 1993 Revision received: 01 December 1994 Published: 01 June 1995
Jong et al. (Sun,) studied this question.
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