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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "GEVStableGarch" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'GEVStableGarch: ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations'
version: 2.0.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.GEVStableGarch
abstract: Simulation, estimation and forecasting of autoregressive moving average
  (ARMA) models with generalized autoregressive conditional heteroskedasticity (GARCH)
  or asymmetric power ARCH (APARCH, with ARCH the autoregressive conditional heteroskedasticity
  model) errors, with stable (S0 parametrization), generalized extreme value (GEV)
  and generalized asymmetric t (GAt) innovations. The innovation distribution is a
  pluggable object, so user defined densities get the same fitting, simulation, stationarity
  and forecasting machinery.
authors:
- family-names: Rego Sousa
  given-names: Thiago
  name-particle: do
  email: thiagodoregosousa@gmail.com
preferred-citation:
  type: manual
  title: 'GEVStableGarch: ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations'
  authors:
  - family-names: Rego Sousa
    given-names: Thiago
    name-particle: do
    email: thiagodoregosousa@gmail.com
  - family-names: Otiniano
    given-names: Cira
  - family-names: Lopes
    given-names: Silvia
  year: '2026'
  notes: R package version 2.0.0
  url: https://github.com/thiagodoregosousa/GEVStableGarch
repository: https://cran.r-universe.dev
repository-code: https://github.com/thiagodoregosousa/GEVStableGarch
commit: d7c302ab224cd81652c922c61638c9103dae3b71
url: https://github.com/thiagodoregosousa/GEVStableGarch
date-released: '2026-09-28'
contact:
- family-names: Rego Sousa
  given-names: Thiago
  name-particle: do
  email: thiagodoregosousa@gmail.com