1@Manual{Matrix,
2  title = {\pkg{Matrix}: Sparse and Dense Matrix Classes and
3                  Methods},
4  author = {Douglas Bates and Martin M\"achler},
5  year = {2017},
6  note = {\proglang{R}~package version~1.2-10},
7  url = {https://CRAN.R-project.org/package=Matrix},
8}
9
10@Book{Harvey1989,
11  author = {A. C. Harvey},
12  publisher = {Cambridge University Press},
13  title = {Forecasting, Structural Time Series Models and the
14                  {K}alman Filter},
15  year = {1989},
16}
17
18@Article{Koopman2015,
19  author = {Siem Jan Koopman and Andre Lucas and Marcel Scharth},
20  title = {Predicting Time-Varying Parameters with
21                  Parameter-Driven and Observation-Driven Models},
22  journal = {The Review of Economics and Statistics},
23  year = {2016},
24  volume = {98},
25  number = {1},
26  pages = {97--110},
27  doi = {10.1162/rest_a_00533},
28  publisher = {MIT Press},
29}
30
31@Manual{acp,
32  title = {\pkg{acp}: Autoregressive Conditional Poisson},
33  author = {Siakoulis Vasileios},
34  year = {2015},
35  note = {\proglang{R}~package version~2.1},
36  url = {https://CRAN.R-project.org/package=acp},
37}
38
39@Article{glarma,
40  title = {The \pkg{glarma} Package for Observation-Driven Time
41                  Series Regression of Counts},
42  author = {William T. M. Dunsmuir and David J. Scott},
43  journal = {Journal of Statistical Software},
44  year = {2015},
45  volume = {67},
46  number = {7},
47  pages = {1--36},
48  doi = {10.18637/jss.v067.i07},
49}
50
51@Manual{tscount,
52  title = {\pkg{tscount}: Analysis of Count Time Series},
53  author = {Tobias Liboschik and Roland Fried and Konstantinos Fokianos and Philipp Probst},
54  year = {2016},
55  note = {\proglang{R}~package version~1.3.0},
56  url = {https://CRAN.R-project.org/src/contrib/Archive/tscount/},
57}
58
59@Article{gamlss,
60  title = {Generalized Additive Models for Location, Scale and
61                  Shape},
62  journal = {Applied Statistics},
63  volume = {54},
64  number = {3},
65  pages = {507-554},
66  year = {2005},
67  author = {R. A. Rigby and D. M. Stasinopoulos},
68  doi = {10.1111/j.1467-9876.2005.00510.x},
69}
70
71@Article{gamlss2,
72  author	= {D. Mikis Stasinopoulos and Robert A. Rigby},
73  title		= {Generalized Additive Models for Location Scale and Shape (GAMLSS) in \proglang{R}},
74  journal	= {Journal of Statistical Software},
75  year		= {2007},
76  volume	= {23},
77  number	= {7},
78  pages		= {1--46},
79  doi		= {10.18637/jss.v023.i07}
80}
81
82@Manual{gamlss.util,
83  title = {\pkg{gamlss.util}: {GAMLSS} Utilities},
84  author = {Mikis Stasinopoulos and Bob Rigby and Paul Eilers},
85  year = {2015},
86  note = {\proglang{R}~package version~4.3-2},
87  url = {https://CRAN.R-project.org/package=gamlss.util},
88}
89
90@Article{VGAM,
91  title = {The \pkg{VGAM} Package for Categorical Data
92                  Analysis},
93  author = {Thomas W. Yee},
94  journal = {Journal of Statistical Software},
95  year = {2010},
96  volume = {32},
97  number = {10},
98  pages = {1--34},
99  doi = {10.18637/jss.v032.i10},
100}
101
102@Manual{ZIM,
103  title = {\pkg{ZIM}: Zero-Inflated Models for Count Time
104                  Series with Excess Zeros},
105  author = {Ming Yang and Gideon K. D. Zamba and Joseph E. Cavanaugh},
106  year = {2017},
107  note = {\proglang{R}~package version~1.0.3},
108  url = {https://CRAN.R-project.org/package=ZIM},
109}
110
111@Manual{tsintermittent,
112  title = {\pkg{tsintermittent}: Intermittent Time Series
113                  Forecasting},
114  author = {Nikolaos Kourentzes and Fotios Petropoulos},
115  year = {2016},
116  note = {\proglang{R}~package version~1.9},
117  url = {https://CRAN.R-project.org/package=tsintermittent},
118}
119
120@Misc{stat1,
121  author = {{Statistics Finland}},
122  title = {Deaths by Gender, Age and Underlying Cause of Death
123                  1969--2013},
124  url = {http://pxnet2.stat.fi/PXWeb/pxweb/en/StatFin/},
125  year = {2014},
126}
127
128@Misc{stat2,
129  author = {{Statistics Finland}},
130  title = {Population According to Age (5-Year) and Sex in the
131                  Whole Country 1865--2014},
132  url = {http://pxnet2.stat.fi/PXWeb/pxweb/en/StatFin/},
133  year = {2014},
134}
135
136@Article{HarveyKoopman1992,
137  author = {Andrew C Harvey and Siem Jan Koopman},
138  title = {Diagnostic Checking of Unobserved-Components Time
139                  Series Models},
140  journal = {Journal of Business \& Economic Statistics},
141  year = {1992},
142  volume = {10},
143  number = {4},
144  pages = {377-89},
145  doi = {10.2307/1391813},
146}
147
148@Article{Margolin,
149  title = {Statistical Analysis of the Ames
150                  Salmonella/Microsome Test},
151  author = {B. H. Margolin and N. Kaplan and E. Zeiger},
152  journal = {Proceedings of the National Academy of Sciences of
153                  the United States of America},
154  volume = {78},
155  number = {6},
156  pages = {3779-3783},
157  year = {1981},
158  doi = {10.1073/pnas.78.6.3779},
159}
160
161@Book{DK2012,
162  author = {J. Durbin and S. J. Koopman},
163  title = {Time Series Analysis by State Space Methods},
164  edition = {2nd},
165  year = {2012},
166  address = {New York},
167  publisher = {Oxford University Press},
168}
169
170@Book{MN1989,
171  author = {P. McCullagh and J. A. Nelder},
172  title = {Generalized Linear Models},
173  edition = {2nd},
174  year = {1989},
175  address = {London},
176  publisher = {Chapman and Hall},
177}
178
179@Article{lme4article,
180  title = {Fitting Linear Mixed-Effects Models Using
181                  \pkg{lme4}},
182  author = {Douglas Bates and Martin M{\"a}chler and Ben Bolker and Steve Walker},
183  journal = {Journal of Statistical Software},
184  year = {2015},
185  volume = {67},
186  number = {1},
187  pages = {1--48},
188  doi = {10.18637/jss.v067.i01},
189}
190
191@Manual{lme4,
192  title = {\pkg{lme4}: Linear Mixed-Effects Models Using
193                  \pkg{Eigen} and \proglang{S}4},
194  author = {D Bates and M M\"achler and B. M. Bolker and S. Walker},
195  year = {2017},
196  note = {\proglang{R}~package version~1.1-13},
197  url = {https://CRAN.R-project.org/package=lme4},
198}
199
200@Manual{R,
201  title = {\proglang{R}: A Language and Environment for
202                  Statistical Computing},
203  author = {{\proglang{R} Core Team}},
204  organization = {\proglang{R} Foundation for Statistical Computing},
205  address = {Vienna, Austria},
206  year = {2017},
207  url = {https://www.R-project.org/},
208}
209
210@Manual{rucm,
211  title = {\pkg{rucm}: Implementation of Unobserved Components
212                  Model (UCM) in \proglang{R}},
213  author = {Kaushik Roy Chowdhury},
214  year = {2015},
215  note = {\proglang{R}~package version~0.6},
216  url = {https://CRAN.R-project.org/package=rucm},
217}
218
219@Manual{dlmodeler,
220  title = {\pkg{dlmodeler}: Generalized Dynamic Linear Modeler},
221  author = {Cyrille Szymanski},
222  year = {2014},
223  note = {\proglang{R}~package version~1.4-2},
224  url = {https://CRAN.R-project.org/package=dlmodeler},
225}
226
227@Manual{MARSS,
228  title = {\pkg{MARSS}: Multivariate Autoregressive State-Space
229                  Modeling},
230  author = {Elizabeth Holmes and Eric Ward and Kellie Wills},
231  year = {2013},
232  note = {\proglang{R}~package version~3.9},
233  url = {https://CRAN.R-project.org/package=MARSS},
234}
235
236@Article{MARSSarticle,
237  title = {\pkg{MARSS}: Multivariate Autoregressive State-Space
238                  Models for Analyzing Time-Series Data},
239  author = {Elizabeth E. Holmes and Eric J. Ward and Kellie Wills},
240  year = {2012},
241  journal = {The \proglang{R} Journal},
242  volume = {4},
243  number = {1},
244  pages = {30},
245}
246
247@Manual{pomp,
248  title = {\pkg{pomp}: {S}tatistical Inference for Partially
249                  Observed {M}arkov Processes},
250  author = {Aaron A. King and Edward L. Ionides and Carles Martinez Bret\'o and Stephen P. Ellner and Matthew J. Ferrari and Bruce E. Kendall and Michael Lavine and Dao Nguyen and Daniel C. Reuman and Helen Wearing and Simon N. Wood},
251  year = {2015},
252  note = {\proglang{R}~package, version~1.2.1.1},
253  url = {http://kingaa.github.io/pomp},
254}
255
256@Article{pomparticle,
257  title = {Statistical Inference for Partially Observed
258                  {M}arkov Processes via the \proglang{R} Package
259                  \pkg{pomp}},
260  author = {Aaron A. King and Dao Nguyen and Edward L. Ionides},
261  year = {2016},
262  volume = {69},
263  number = {12},
264  pages = {1--43},
265  journal = {Journal of Statistical Software},
266  doi = {10.18637/jss.v069.i12},
267}
268
269@Article{INLAarticle,
270  title = {Bayesian Spatial Modelling with
271                  \proglang{R}-\pkg{INLA}},
272  author = {Finn Lindgren and H{\aa}vard Rue},
273  journal = {Journal of Statistical Software},
274  year = {2015},
275  volume = {63},
276  number = {19},
277  pages = {1--25},
278  doi = {10.18637/jss.v063.i19},
279}
280
281@Manual{inla,
282  title = {\pkg{INLA}: Functions Which Allow to Perform Full
283                  Bayesian Analysis of Latent Gaussian Models Using
284                  Integrated Nested Laplace Approximaxion},
285  author = {Havard Rue and Sara Martino and Finn Lindgren and Daniel Simpson and Andrea Riebler and Elias Teixeira Krainski},
286  year = {2015},
287  note = {\proglang{R}~package version~0.0-145253558},
288  url = {http://www.R-INLA.org/}
289}
290
291@Article{rcppA,
292  title = {\pkg{Rcpp}: Seamless \proglang{R} and \proglang{C++}
293                  Integration},
294  author = {Dirk Eddelbuettel and Romain Fran\c{c}ois},
295  journal = {Journal of Statistical Software},
296  year = {2011},
297  volume = {40},
298  number = {8},
299  pages = {1--18},
300  doi = {10.18637/jss.v040.i08},
301}
302
303@Book{rcppB,
304  title = {Seamless \proglang{R} and \proglang{C++} Integration
305                  with \pkg{Rcpp}},
306  author = {Dirk Eddelbuettel},
307  publisher = {Springer-Verlag},
308  address = {New York},
309  year = {2013},
310}
311
312@Article{Francke2010,
313  author = {Marc K. Francke and Siem Jan Koopman and Aart F.  {De
314                  Vos}},
315  title = {Likelihood Functions for State Space Models with
316                  Diffuse Initial Conditions},
317  journal = {Journal of Time Series Analysis},
318  volume = {31},
319  number = {6},
320  publisher = {Blackwell Publishing Ltd},
321  doi = {10.1111/j.1467-9892.2010.00673.x},
322  pages = {407--414},
323  year = {2010},
324}
325
326@Article{KD2000,
327  author = {S. J. Koopman and J. Durbin},
328  title = {Fast Filtering and Smoothing for Multivariate State
329                  Space Models},
330  journal = {Journal of Time Series Analysis},
331  year = {2000},
332  volume = {21},
333  number = {3},
334  pages = {281--296},
335  doi = {10.1111/1467-9892.00186},
336}
337
338@Article{KD2003,
339  author = {S. J. Koopman and J. Durbin},
340  title = {Filtering and Smoothing of State Vector for Diffuse
341                  State-Space Models},
342  journal = {Journal of Time Series Analysis},
343  volume = {24},
344  number = {1},
345  pages = {85--98},
346  year = {2003},
347  doi = {10.1111/1467-9892.00294},
348}
349
350@Article{DK2002,
351  author = {J. Durbin and S. J. Koopman},
352  title = {A Simple and Efficient Simulation Smoother for State
353                  Space Time Series Analysis},
354  journal = {Biometrika},
355  year = {2002},
356  volume = {89},
357  number = {3},
358  pages = {603--615},
359  doi = {10.1093/biomet/89.3.603},
360}
361
362@Article{DK2000,
363  author = {J. Durbin and S. J. Koopman},
364  title = {Time Series Analysis of Non-{G}aussian Observations
365                  Based on State Space Models from Both Classical and
366                  {B}ayesian Perspectives},
367  journal = {Journal of Royal Statistical Society B},
368  year = {2000},
369  volume = {62},
370  number = {1},
371  pages = {3--56},
372  doi = {10.1111/1467-9868.00218},
373}
374
375@Book{AM1979,
376  author = {B. D. O Anderson and J. B. Moore},
377  title = {Optimal Filtering},
378  publisher = {Prentice-Hall},
379  year = {1979},
380  address = {Englewood Cliffs},
381}
382
383
384@Article{Petris2010,
385  author = {Giovanni Petris and Sonia Petrone},
386  title = {State Space Models in \proglang{R}},
387  journal = {Journal of Statistical Software},
388  volume = {41},
389  number = {4},
390  pages = {1--25},
391  day = {12},
392  year = {2011},
393  doi = {10.18637/jss.v041.i04},
394}
395
396@Article{Tusell2010,
397  author = {Fernando Tusell},
398  title = {Kalman Filtering in \proglang{R}},
399  journal = {Journal of Statistical Software},
400  volume = {39},
401  number = {2},
402  pages = {1--27},
403  day = {1},
404  year = {2011},
405  doi = {10.18637/jss.v039.i02},
406}
407
408@Book{vgam2,
409  title = {Vector Generalized Linear and Additive Models: With
410                  an Implementation in \proglang{R}},
411  author = {Thomas W. Yee},
412  year = {2015},
413  publisher = {Springer-Verlag},
414  address = {New York},
415}