To cite the IHSEP package, please use:

  Chen, F. and Hall, P. (2013) Inference for a non-stationary
  self-exciting point process with an application in ultra-high
  frequency financial data modeling. Journal of Applied Probability
  50(4):1006-1024.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Inference for a non-stationary self-exciting point process with an
        application in ultra-high frequency financial data modeling},
    journal = {Journal of Applied Probability},
    volume = {50},
    number = {4},
    pages = {1006-1024},
    year = {2013},
    author = {Feng Chen and Peter Hall},
  }

  Chen, F. and Hall, P. (2016) Nonparametric estimation for
  self-exciting point processes -- A parsimonious approach. Journal of
  Computational and Graphical Statistics 25(1):209-224.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Nonparametric Estimation for Self-Exciting Point Processes -- A
 Parsimonious Approach},
    journal = {Journal of Computational and Graphical Statistics},
    volume = {25},
    number = {1},
    pages = {209-224},
    year = {2016},
    author = {Feng Chen and Peter Hall},
  }

  Chen, F. (2022) IHSEP: Inhomogeneous Self-Exciting Process. R package
  0.3.1. https://CRAN.R-project.org/package=IHSEP

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {IHSEP: Inhomogeneous Self-Exciting Process},
    year = {2021},
    author = {Feng Chen},
    url = {https://cran.r-project.org/package=IHSEP},
    note = {R package version 0.3.1},
  }