To cite package ‘hdiVAR’ in publications use:

Lyu X, Kang J, Li L (2023). hdiVAR: Statistical Inference for Noisy Vector Autoregression. R package version 1.0.2, https://CRAN.R-project.org/package=hdiVAR.

Corresponding BibTeX entry:

  @Manual{,
    title = {hdiVAR: Statistical Inference for Noisy Vector
      Autoregression},
    author = {Xiang Lyu and Jian Kang and Lexin Li},
    year = {2023},
    note = {R package version 1.0.2},
    url = {https://CRAN.R-project.org/package=hdiVAR},
  }