Derivations and proofs for Chapter 8
There is currently no material specifically related to proofs of topics arising in Chapter 8. However, there is some material described on the Algorithmic/Technical page of chapter 8 which does contain derivations relevant to algorithms described and used there. This is in the document CSSTransitionAlgorithm which has the title Numerical integration of the continuous time state space model. It explains the development of the formula used for approximating the integrals which are required, as implemented in the MATLAB code.