UCSVPosterior.state_space

property UCSVPosterior.state_space: _NonlinearStateSpace

The model at the posterior mean, on the nonlinear substrate.

Carries both non-Gaussian hooks (state-dependent trend noise, a multiplicative measurement), so only the particle filter reads it. Its particle_filter on new data reads that data with these vol-of-vol values; the initial state is the posterior mean at the first date.