To cite package ‘itsmr’ in publications use:

Weigt G (2025). itsmr: Time Series Analysis Using the Innovations Algorithm. R package version 1.11, https://CRAN.R-project.org/package=itsmr.

Corresponding BibTeX entry:

  @Manual{,
    title = {itsmr: Time Series Analysis Using the Innovations
      Algorithm},
    author = {George Weigt},
    year = {2025},
    note = {R package version 1.11},
    url = {https://CRAN.R-project.org/package=itsmr},
  }