To cite yuima in publications use:

To cite yuima in publications use:

Brouste A, Fukasawa M, Hino H, Iacus SM, Kamatani K, Koike Y, Masuda H, Nomura R, Ogihara T, Shimuzu Y, Uchida M, Yoshida N (2014). “The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations.” Journal of Statistical Software, 57(4), 1–51. doi:10.18637/jss.v057.i04, https://www.jstatsoft.org/v57/i04/.

To cite COGARCH simulation and estimation with yuima in publications use:

Iacus SM, Mercuri L, Rroji E (2017). “COGARCH$(p, q)$: Simulation and Inference with the yuima Package.” Journal of Statistical Software, 80(4), 1–49. doi:10.18637/jss.v080.i04.

Corresponding BibTeX entries:

  @Article{,
    title = {The YUIMA Project: A Computational Framework for
      Simulation and Inference of Stochastic Differential Equations},
    author = {Alexandre Brouste and Masaaki Fukasawa and Hideitsu Hino
      and Stefano M. Iacus and Kengo Kamatani and Yuta Koike and Hiroki
      Masuda and Ryosuke Nomura and Teppei Ogihara and Yasutaka Shimuzu
      and Masayuki Uchida and Nakahiro Yoshida},
    journal = {Journal of Statistical Software},
    year = {2014},
    volume = {57},
    number = {4},
    pages = {1--51},
    doi = {10.18637/jss.v057.i04},
    url = {https://www.jstatsoft.org/v57/i04/},
  }

  @Article{,
    title = {COGARCH$(p, q)$: Simulation and Inference with the {yuima}
      Package},
    author = {Stefano M. Iacus and Lorenzo Mercuri and Edit Rroji},
    journal = {Journal of Statistical Software},
    year = {2017},
    volume = {80},
    number = {4},
    pages = {1--49},
    doi = {10.18637/jss.v080.i04},
  }