To cite the kalmix package in publications, use:

Moldovan, M. and van der Hoek, J. (2026). kalmix: General State-Space Modelling, Filtering and Change-Point Detection. R package version 0.6.0.9000. https://github.com/max578/kalmix

The mean-reverting spread model underlying the pairs-trading application is from:

Elliott, R. J., van der Hoek, J. and Malcolm, W. P. (2005). Pairs trading. Quantitative Finance, 5(3), 271-276.<doi:10.1080/14697680500149370>

Corresponding BibTeX entries:

  @Manual{,
    title = {{kalmix}: General State-Space Modelling, Filtering and
      Change-Point Detection},
    author = {Max Moldovan and Johannes {van der Hoek}},
    year = {2026},
    note = {R package version 0.6.0.9000},
    url = {https://github.com/max578/kalmix},
  }

  @Article{,
    title = {Pairs trading},
    author = {Robert J. Elliott and Johannes {van der Hoek} and William
      P. Malcolm},
    journal = {Quantitative Finance},
    year = {2005},
    volume = {5},
    number = {3},
    pages = {271--276},
    doi = {10.1080/14697680500149370},
  }