To cite package ‘HMMcopula’ in publications use:

Nasri BR, Remillard BN, Thioub MY, Pieugueu R (2024). HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness-of-Fit. R package version 1.1.0, https://CRAN.R-project.org/package=HMMcopula.

Corresponding BibTeX entry:

  @Manual{,
    title = {HMMcopula: Markov Regime Switching Copula Models
      Estimation and Goodness-of-Fit},
    author = {Bouchra R. Nasri and Bruno N Remillard and Mamadou Yamar
      Thioub and Romanic Pieugueu},
    year = {2024},
    note = {R package version 1.1.0},
    url = {https://CRAN.R-project.org/package=HMMcopula},
  }