To cite package ‘tsissm’ in publications use:

Galanos A (2026). tsissm: Linear Innovations State Space Unobserved Components Model. R package version 1.0.4, https://github.com/tsmodels/tsissm.

Corresponding BibTeX entry:

  @Manual{,
    title = {tsissm: Linear Innovations State Space Unobserved
      Components Model},
    author = {Alexios Galanos},
    year = {2026},
    note = {R package version 1.0.4},
    url = {https://github.com/tsmodels/tsissm},
  }