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Journal Article The likelihood for a state space model Get access PIET DE JONG PIET DE JONG Faculty of Commerce and Business Administration, University of British ColumbiaVancouver, British Columbia, Canada V6T1Y8 Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 75, Issue 1, March 1988, Pages 165–169, https://doi.org/10.1093/biomet/75.1.165 Published: 01 March 1988 Article history Received: 01 March 1987 Revision received: 01 June 1987 Published: 01 March 1988
Piet de Jong (Fri,) studied this question.