Helske J, Vihola M (2018). bssm: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models in R. R package version 0.1.5, https://CRAN.R-project.org/package=bssm/vignettes/bssm.pdf.

Vihola M, Helske J, Franks J (2017). “Importance Sampling Type Estimators Based on Approximate Marginal MCMC.” ArXiv e-prints. 1609.02541.

Corresponding BibTeX entries:

  @Manual{bssm,
    title = {{bssm}: {B}ayesian Inference of Non-Linear and
      Non-{G}aussian State Space Models in {R}},
    author = {Jouni Helske and Matti Vihola},
    year = {2018},
    note = {R package version 0.1.5},
    url = {https://CRAN.R-project.org/package=bssm/vignettes/bssm.pdf},
  }
  @Article{ISMCMC,
    author = {Matti Vihola and Jouni Helske and Jordan Franks},
    title = {Importance Sampling Type Estimators Based on Approximate
      Marginal {MCMC}},
    journal = {Ar{X}iv e-prints},
    eprint = {1609.02541},
    primaryclass = {stat.CO},
    year = {2017},
  }