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To cite package 'MICSS' in publications, use:
Carrion-i-Silvestre JL, Sansó A (2023). “Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.” Working Paper 2023/09. Research Institute of Applied Economics. University of Barcelona.
Corresponding BibTeX entry:
@Article{,
author = {J. L. Carrion-i-Silvestre and Andreu Sansó},
title = {Generalized Extreme Value Approximation to the CUMSUMQ
Test for Constant Unconditional Variance in Heavy-Tailed Time
Series},
journal = {Working Paper 2023/09. Research Institute of Applied
Economics. University of Barcelona},
year = {2023},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.