Statistical Applications of the Complex-Step Method of Numerical Differentiation. Ridout, M. S. The American Statistician, 63(1):66–74, 2009.
bibtex   
@Article{Ridout2009,
    author      = {Ridout, Martin S.},
    title       = {Statistical Applications of the Complex-Step Method of Numerical Differentiation},
    journal     = {The American Statistician},
    number      = {1},
    pages       = {66--74},
    volume      = {63},
    year        = {2009}
}

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