@book{durbin2012time,
  title={Time series analysis by state space methods},
  author={Durbin, James and Koopman, Siem Jan},
  year={2012},
  publisher={Oxford university press}
}

@article{ansley1986note,
	title={A note on reparameterizing a vector autoregressive moving average model to enforce stationarity},
	author={Ansley, Craig F and Kohn, Robert},
	journal={Journal of Statistical Computation and Simulation},
	volume={24},
	number={2},
	pages={99--106},
	year={1986},
	publisher={Taylor \& Francis}
}

@book{commandeur2007introduction,
	title={An introduction to state space time series analysis},
	author={Commandeur, Jacques JF and Koopman, Siem Jan},
	year={2007},
	publisher={Oxford University Press}
}

@book{box2015time,
	title={Time series analysis: forecasting and control},
	author={Box, George EP and Jenkins, Gwilym M and Reinsel, Gregory C and Ljung, Greta M},
	year={2015},
	publisher={John Wiley \& Sons}
}

@article{koopman2010analyzing,
	title={Analyzing the term structure of interest rates using the dynamic Nelson--Siegel model with time-varying parameters},
	author={Koopman, Siem Jan and Mallee, Max IP and Van der Wel, Michel},
	journal={Journal of Business \& Economic Statistics},
	volume={28},
	number={3},
	pages={329--343},
	year={2010},
	publisher={Taylor \& Francis}
}

@article{diebold2006macroeconomy,
	title={The macroeconomy and the yield curve: a dynamic latent factor approach},
	author={Diebold, Francis X and Rudebusch, Glenn D and Aruoba, S Boragan},
	journal={Journal of econometrics},
	volume={131},
	number={1-2},
	pages={309--338},
	year={2006},
	publisher={Elsevier}
}

@PhdThesis{YieldCurve,
	author = {S.S. Guirreri},
	title = {Simulating the Term Structure of Interest Rates with
	arbitrary marginals},
	school = {University of Palermo - Department of Statistics and
	Mathematics ''S. Vianelli''},
	year = {2010},
	address = {Palermo}
}