To cite 'imputeFin' in publications, please use:

Liu J, Palomar DP (2019). imputeFin: Imputation of Financial Time Series with Missing Values. R package version 0.1.0, https://CRAN.R-project.org/package=imputeFin.

Liu J, Kumar S, Palomar DP (2019). “Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM.” IEEE Trans. on Signal Processing, 67(8), 2159–2172. https://doi.org/10.1109/TSP.2019.2899816.

Corresponding BibTeX entries:

  @Manual{,
    title = {{imputeFin: Imputation of Financial Time Series with
      Missing Values}},
    author = {J. Liu and D. P. Palomar},
    note = {R package version 0.1.0},
    year = {2019},
    url = {https://CRAN.R-project.org/package=imputeFin},
  }
  @Article{,
    title = {Parameter Estimation of Heavy-Tailed AR Model With Missing
      Data Via Stochastic EM},
    author = {J. Liu and S. Kumar and D. P. Palomar},
    journal = {IEEE Trans. on Signal Processing},
    volume = {67},
    number = {8},
    pages = {2159--2172},
    year = {2019},
    url = {https://doi.org/10.1109/TSP.2019.2899816},
  }