126 citations · 455 across the 18 of their papers we have counts for
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stat.CO2016★ 117 cited
KFAS: Exponential Family State Space Models in R
Jouni Helske
State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state…
stat.CO2016★ 23 cited
Importance sampling type estimators based on approximate marginal MCMC
Matti Vihola, Jouni Helske, Jordan Franks
We consider importance sampling (IS) type weighted estimators based on Markov chain Monte Carlo (MCMC) targeting an approximate marginal of the target distribution. In the context…