Helske J, Vihola M (2021). bssm: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models in R. R package version 1.1.0, https://CRAN.R-project.org/package=bssm/vignettes/bssm.html.

Vihola M, Helske J, Franks J (2020). “Importance Sampling Type Estimators Based on Approximate Marginal MCMC.” Scandinavian Journal of Statistics. doi: 10.1111/sjos.12492, https://onlinelibrary.wiley.com/doi/abs/10.1111/sjos.12492.

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 = {2021},
    note = {R package version 1.1.0},
    url =
      {https://CRAN.R-project.org/package=bssm/vignettes/bssm.html},
  }
  @Article{vihola-helske-franks,
    author = {Matti Vihola and Jouni Helske and Jordan Franks},
    title = {Importance Sampling Type Estimators Based on Approximate
      Marginal {MCMC}},
    journal = {Scandinavian Journal of Statistics},
    doi = {10.1111/sjos.12492},
    url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/sjos.12492},
    year = {2020},
  }