To cite cts in publications use:

Zhu Wang (2013). cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter. Journal of Statistical Software, 53(5), 1-19. URL http://www.jstatsoft.org/v53/i05/.

Corresponding BibTeX entry:

  @Article{,
    title = {{cts}: An {R} Package for Continuous Time Autoregressive
      Models via Kalman Filter},
    author = {Zhu Wang},
    journal = {Journal of Statistical Software},
    year = {2013},
    volume = {53},
    number = {5},
    pages = {1--19},
    url = {http://www.jstatsoft.org/v53/i05/},
  }