To cite the aersn package and its main method, please use the references below. The five comparator methods available through the `method` argument have their own references, given on the help page of each normalizer: aersn_ldl_normalizer, aersn_shao_normalizer, aersn_hac_lrv, aersn_fixed_b_normalizer and aersn_ewc_lrv.

Hong Y, Lin Z, Linton O, Newey WK, Sun J (2026). “Affine-Equivariant Adjusted-Range Self-Normalization.” Cambridge Working Papers in Economics 2678, Faculty of Economics, University of Cambridge. Also issued as Janeway Institute Working Paper No. 2637, https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization.

Hong Y, Linton O, McCabe B, Sun J, Wang S (2024). “Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach.” Journal of Econometrics, 238(2), 105603. doi:10.1016/j.jeconom.2023.105603.

Hong Y, Lin Z, Linton O, Newey WK, Sun J (2026). aersn: Affine-Equivariant Adjusted-Range Self-Normalization for Time-Series Inference. R package version 0.2.3.

Corresponding BibTeX entries:

  @TechReport{,
    title = {Affine-Equivariant Adjusted-Range Self-Normalization},
    author = {Yongmiao Hong and Zhuo Lin and Oliver Linton and Whitney
      K. Newey and Jiajing Sun},
    year = {2026},
    institution = {Faculty of Economics, University of Cambridge},
    type = {Cambridge Working Papers in Economics},
    number = {2678},
    note = {Also issued as Janeway Institute Working Paper No. 2637},
    url =
      {https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization},
  }

  @Article{,
    title = {Kolmogorov--Smirnov type testing for structural breaks: A
      new adjusted-range based self-normalization approach},
    author = {Yongmiao Hong and Oliver Linton and Brendan McCabe and
      Jiajing Sun and Shouyang Wang},
    journal = {Journal of Econometrics},
    year = {2024},
    volume = {238},
    number = {2},
    pages = {105603},
    doi = {10.1016/j.jeconom.2023.105603},
  }

  @Manual{,
    title = {aersn: Affine-Equivariant Adjusted-Range
      Self-Normalization for Time-Series Inference},
    author = {Yongmiao Hong and Zhuo Lin and Oliver Linton and Whitney
      K. Newey and Jiajing Sun},
    year = {2026},
    note = {R package version 0.2.3},
  }