To cite 'nse' in publications use:

Ardia D, Bluteau K (2017). “nse: Computation of numerical standard errors in R.” Journal of Open Source Software, 10(2). doi:10.21105/joss.00172.

Ardia D, Bluteau K, Hoogerheide L (2018). “Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation.” Journal of Time Series Econometrics, 10(2), 1-9. doi:10.1515/jtse-2017-0011.

Corresponding BibTeX entries:

  @Article{,
    title = {{nse}: {C}omputation of numerical standard errors in {R}},
    author = {David Ardia and Keven Bluteau},
    journal = {Journal of Open Source Software},
    year = {2017},
    volume = {10},
    number = {2},
    doi = {10.21105/joss.00172},
  }

  @Article{,
    title = {Methods for computing numerical standard errors: Review
      and application to {V}alue-at-{R}isk estimation},
    author = {David Ardia and Keven Bluteau and Lennart Hoogerheide},
    year = {2018},
    journal = {Journal of Time Series Econometrics},
    volume = {10},
    number = {2},
    pages = {1-9},
    doi = {10.1515/jtse-2017-0011},
  }