@misc{indiciaeb6ee38b29571,
  title = {Modeling volatility using state space models.},
  author = {J Timmer and A S Weigend},
  year = {1997},
  doi = {10.1142/s0129065797000392},
  url = {https://pubmed.ncbi.nlm.nih.gov/9730016/},
  note = {Source identifier: 9730016}
}