To cite pmhtutorial in publications use:

Dahlin J, Schön TB (2019). “Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models.” Journal of Statistical Software, Code Snippets, 88(2), 1–41. doi: 10.18637/jss.v088.c02.

Corresponding BibTeX entry:

  @Article{,
    title = {Getting Started with Particle {M}etropolis-{H}astings for
      Inference in Nonlinear Dynamical Models},
    author = {Johan Dahlin and Thomas B. Sch\"{o}n},
    journal = {Journal of Statistical Software, Code Snippets},
    year = {2019},
    volume = {88},
    number = {2},
    pages = {1--41},
    doi = {10.18637/jss.v088.c02},
  }