To cite package ‘bigtime’ in publications use:

Wilms I, Matteson D, Bien J, Basu S, Nicholson W, Wegner E (2023). bigtime: Sparse Estimation of Large Time Series Models. R package version 0.2.3, https://github.com/ineswilms/bigtime.

Corresponding BibTeX entry:

  @Manual{,
    title = {bigtime: Sparse Estimation of Large Time Series Models},
    author = {Ines Wilms and David S. Matteson and Jacob Bien and
      Sumanta Basu and Will Nicholson and Enrico Wegner},
    year = {2023},
    note = {R package version 0.2.3},
    url = {https://github.com/ineswilms/bigtime},
  }