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Rodríguez, Carlos E.; Walker, Stephen G. Copula particle filters. (English) Zbl 07422742 Comput. Stat. Data Anal. 161, Article ID 107230, 16 p. (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{C. E. Rodríguez} and \textit{S. G. Walker}, Comput. Stat. Data Anal. 161, Article ID 107230, 16 p. (2021; Zbl 07422742) Full Text: DOI
Hagiwara, Junichiro Time series analysis for the state-space model with R/Stan. (English) Zbl 1470.62008 Singapore: Springer (ISBN 978-981-16-0710-3/hbk; 978-981-16-0713-4/pbk; 978-981-16-0711-0/ebook). xiii, 347 p. (2021). MSC: 62-02 62M10 62M20 62G10 62-08 PDFBibTeX XMLCite \textit{J. Hagiwara}, Time series analysis for the state-space model with R/Stan. Singapore: Springer (2021; Zbl 1470.62008) Full Text: DOI
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