To cite fHMM in publications use:

Oelschl├Ąger L, Adam T, Michels R (2024). “fHMM: Hidden Markov Models for Financial Time Series in R.” Journal of Statistical Software, 109(9), 1–25. doi:10.18637/jss.v109.i09.

Corresponding BibTeX entry:

  @Article{,
    title = {{fHMM}: Hidden Markov Models for Financial Time Series in
      {R}},
    author = {Lennart Oelschl\"ager and Timo Adam and Rouven Michels},
    journal = {Journal of Statistical Software},
    year = {2024},
    volume = {109},
    number = {9},
    pages = {1--25},
    doi = {10.18637/jss.v109.i09},
  }