To cite 'imputeFin' in publications, please use:

J. Liu and D. P. Palomar (2021). imputeFin: Imputation of Financial Time Series with Missing Values. R package version 0.1.2. https://CRAN.R-project.org/package=imputeFin

J. Liu, S. Kumar, and D. P. Palomar (2019). Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM. IEEE Trans. on Signal Processing, vol. 67, no. 8, pp. 2159-2172. https://doi.org/10.1109/TSP.2019.2899816

R. Zhou, J. Liu, S. Kumar, and D. P. Palomar (2020). Student’s t VAR Modeling with Missing Data via Stochastic EM and Gibbs Sampling. IEEE Trans. on Signal Processing, vol. 68, pp. 6198--6211. https://doi.org/10.1109/TSP.2020.3033378

Corresponding BibTeX entries:

  @Manual{,
    title = {{imputeFin: Imputation of Financial Time Series with
      Missing Values}},
    author = {J. Liu and D. P. Palomar},
    note = {R package version 0.1.2},
    year = {2021},
    url = {https://CRAN.R-project.org/package=imputeFin},
  }

  @Article{,
    title = {Parameter Estimation of Heavy-Tailed AR Model With Missing
      Data Via Stochastic EM},
    author = {J. Liu and S. Kumar and D. P. Palomar},
    journal = {IEEE Trans. on Signal Processing},
    volume = {67},
    number = {8},
    pages = {2159--2172},
    year = {2019},
    url = {https://doi.org/10.1109/TSP.2019.2899816},
  }

  @Article{,
    title = {Student’s t VAR Modeling with Missing Data via Stochastic
      EM and Gibbs Sampling},
    author = {R. Zhou and J. Liu and S. Kumar and D. P. Palomar},
    journal = {IEEE Trans. on Signal Processing},
    volume = {68},
    pages = {6198--6211},
    year = {2020},
    url = {https://doi.org/10.1109/TSP.2020.3033378},
  }