To cite the 'tseriesEntropy' package in publications use:
Giannerini S. (2017) tseriesEntropy: entropy based analysis and tests for time series. R package version 0.6-0, <http://CRAN.R-project.org/package=tseriesEntropy>.
Giannerini S., Maasoumi E., and Bee Dagum E. (2015), Entropy testing for nonlinear serial dependence in time series, Biometrika, 102(3): 661-675.
Corresponding BibTeX entries:
@Manual{tseriesEntropy-package,
title = {tseriesentropy: entropy based analysis and tests for time
series},
author = {Simone Giannerini},
year = {2017},
note = {R package version 0.6-0},
url = {https://CRAN.R-project.org/package=tseriesEntropy},
}
@Article{,
author = {Simone Giannerini and Esfandiar Maasoumi and Estela {Bee
Dagum}},
title = {Entropy testing for nonlinear serial dependence in time
series},
journal = {Biometrika},
pages = {661-675},
volume = {102},
issue = {3},
url =
{http://biomet.oxfordjournals.org/content/102/3/661.abstract},
year = {2015},
}