To cite MSinference in publications use:

Khismatullina M, Vogt M (2026). MSinference: Multiscale Inference for Nonparametric Time Trend(s). R package version 0.2.2, https://CRAN.R-project.org/package=MSinference.

Khismatullina M, Vogt M (2020). “Multiscale inference and long-run variance estimation in nonparametric regression with time series errors.” Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82(1), 5–37. doi:10.1111/rssb.12347.

Khismatullina M, Vogt M (2023). “Nonparametric comparison of epidemic time trends: The case of COVID-19.” Journal of Econometrics, 232(1), 87–108. doi:10.1016/j.jeconom.2021.04.010.

Khismatullina M, Vogt M (2022). “Multiscale inference for a multivariate density with applications to X-ray astronomy.” doi:10.48550/arXiv.2209.10841. 2209.10841.

Corresponding BibTeX entries:

  @Manual{,
    title = {MSinference: Multiscale Inference for Nonparametric Time
      Trend(s)},
    author = {Marina Khismatullina and Michael Vogt},
    year = {2026},
    note = {R package version 0.2.2},
    url = {https://CRAN.R-project.org/package=MSinference},
  }

  @Article{,
    title = {Multiscale inference and long-run variance estimation in
      nonparametric regression with time series errors},
    author = {Marina Khismatullina and Michael Vogt},
    journal = {Journal of the Royal Statistical Society: Series B
      (Statistical Methodology)},
    year = {2020},
    volume = {82},
    number = {1},
    pages = {5--37},
    doi = {10.1111/rssb.12347},
  }

  @Article{,
    title = {Nonparametric comparison of epidemic time trends: The case
      of COVID-19},
    author = {Marina Khismatullina and Michael Vogt},
    journal = {Journal of Econometrics},
    year = {2023},
    volume = {232},
    number = {1},
    pages = {87--108},
    doi = {10.1016/j.jeconom.2021.04.010},
  }

  @Misc{,
    title = {Multiscale inference for a multivariate density with
      applications to X-ray astronomy},
    author = {Marina Khismatullina and Michael Vogt},
    year = {2022},
    eprint = {2209.10841},
    archiveprefix = {arXiv},
    primaryclass = {stat.ME},
    doi = {10.48550/arXiv.2209.10841},
  }