@article{pairstradingwithnonlinearandnongaussian,
  title = {Pairs Trading with Nonlinear and Non-Gaussian State Space Models},
  author = {Guang Zhang},
  year = {2020},
  eprint = {2005.09794},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.09794v1},
}