Helske J, Vihola M (2021). “bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R.” 2101.08492, https://arxiv.org/abs/2101.08492.

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:

  @Misc{helske-vihola2021,
    title = {bssm: Bayesian Inference of Non-linear and Non-Gaussian
      State Space Models in {R}},
    author = {Jouni Helske and Matti Vihola},
    year = {2021},
    eprint = {2101.08492},
    archiveprefix = {arXiv},
    primaryclass = {stat.CO},
    url = {https://arxiv.org/abs/2101.08492},
  }
  @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},
  }