To cite the IHSEP package, please use: Chen, F. (2011) Maximum Local Partial Likelihood Estimators for the Counting Process Intensity Function and Its Derivatives. Statistica Sinica 21(1):107-128. A BibTeX entry for LaTeX users is @Article{, title = {Maximum Local Partial Likelihood Estimators for the Counting Process Intensity Function and Its Derivatives}, journal = {Statistica Sinica}, volume = {21}, number = {1}, pages = {107-128}, year = {2011}, author = {Feng Chen}, } Chen, F., Huggins, R.M., Yip, P.S.F. and Lam, K.F. (2008) Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic. Communications in Statistics - Theory and Methods 37(2):294-306 A BibTeX entry for LaTeX users is @Article{, title = {Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic}, journal = {Communications in Statistics - Theory and Methods}, volume = {37}, number = {2}, pages = {294-306}, year = {2008}, author = {Feng Chen and Richard M. Huggins and Paul S. F. Yip and K. F. Lam}, } Chen, F., Yip, P.S.F. and Lam, K.F. (2011) Inference for a non-stationary self-exciting point process with an application in ultra-high frequency financial data modeling. Scandinavian Journal of Statistics 38(4):631-649. A BibTeX entry for LaTeX users is @Article{, title = {On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives}, journal = {Scandinavian Journal of Statistics}, volume = {38}, number = {4}, pages = {631-649}, year = {2011}, author = {Feng Chen and Paul S. F. Yip and K. F. Lam}, } Chen, F. (2022) lpint: Local Polynomial Estimators of Intensity Function or Its Derivatives. R package 2.1. https://CRAN.R-project.org/package=lpint A BibTeX entry for LaTeX users is @Manual{, title = {lpint: Local Polynomial Estimators of Intensity Function or Its Derivatives}, year = {2022}, author = {Feng Chen}, url = {https://cran.r-project.org/package=lpint}, note = {R package version 2.1}, }