To cite yuima in publications use:

To cite yuima in publications use:

  Alexandre Brouste, Masaaki Fukasawa, Hideitsu Hino, Stefano M. Iacus,
  Kengo Kamatani, Yuta Koike, Hiroki Masuda, Ryosuke Nomura, Teppei
  Ogihara, Yasutaka Shimuzu, Masayuki Uchida, Nakahiro Yoshida (2014).
  The YUIMA Project: A Computational Framework for Simulation and
  Inference of Stochastic Differential Equations. Journal of
  Statistical Software, 57(4), 1-51. URL
  http://www.jstatsoft.org/v57/i04/.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations},
    author = {Alexandre Brouste and Masaaki Fukasawa and Hideitsu Hino and Stefano M. Iacus and Kengo Kamatani and Yuta Koike and Hiroki Masuda and Ryosuke Nomura and Teppei Ogihara and Yasutaka Shimuzu and Masayuki Uchida and Nakahiro Yoshida},
    journal = {Journal of Statistical Software},
    year = {2014},
    volume = {57},
    number = {4},
    pages = {1--51},
    doi = {10.18637/jss.v057.i04},
    url = {https://www.jstatsoft.org/v57/i04/},
  }

To cite COGARCH simulation and estimation with yuima in publications
use:

  Stefano M. Iacus, Lorenzo Mercuri, Edit Rroji (2017). COGARCH(p,q):
  Simulation and Inference with the yuima Package. Journal of
  Statistical Software, 80(4), 1-49. doi:10.18637/jss.v080.i04

A BibTeX entry for LaTeX users is

  @Article{,
    title = {COGARCH$(p, q)$: Simulation and Inference with the {yuima} Package},
    author = {Stefano M. Iacus and Lorenzo Mercuri and Edit Rroji},
    journal = {Journal of Statistical Software},
    year = {2017},
    volume = {80},
    number = {4},
    pages = {1--49},
    doi = {10.18637/jss.v080.i04},
  }