To cite costat in publications use:

Cardinali A, Nason G (2013). “Costationarity of Locally Stationary Time Series Using costat.” Journal of Statistical Software, 55(1), 1–22. http://www.jstatsoft.org/v55/i01/.

Corresponding BibTeX entry:

  @Article{,
    title = {Costationarity of Locally Stationary Time Series Using
      {costat}},
    author = {Alessandro Cardinali and Guy Nason},
    journal = {Journal of Statistical Software},
    year = {2013},
    volume = {55},
    number = {1},
    pages = {1--22},
    url = {http://www.jstatsoft.org/v55/i01/},
  }