High-Performance Open-Source Archive
To cite cts in publications use:
Zhu Wang (2013). “cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter.” Journal of Statistical Software, 53(5), 1–19. https://www.jstatsoft.org/v53/i05/.
Corresponding BibTeX entry:
@Article{,
title = {{cts}: An {R} Package for Continuous Time Autoregressive
Models via Kalman Filter},
author = {{Zhu Wang}},
journal = {Journal of Statistical Software},
year = {2013},
volume = {53},
number = {5},
pages = {1--19},
url = {https://www.jstatsoft.org/v53/i05/},
}
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