To cite {vse4ts} in publications use:

  Fu H, Chen W, He X (2018). “On a class of estimation and test for
  long memory.” _Physica A: Statistical Mechanics and its
  Applications_, *509*, 906-920. doi:10.1016/j.physa.2018.06.092
  <https://doi.org/10.1016/j.physa.2018.06.092>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {On a class of estimation and test for long memory},
    author = {Hui Fu and Wenting Chen and Xin-Jiang He},
    journal = {Physica A: Statistical Mechanics and its Applications},
    year = {2018},
    volume = {509},
    pages = {906-920},
    doi = {10.1016/j.physa.2018.06.092},
  }