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"Generalized autoregressive score models based on sinh-arcsinh ..."

Sergio Contreras-Espinoza, Christian Caamaño-Carrillo, Javier E. Contreras-Reyes (2023)

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DOI: 10.1016/J.CAM.2022.114975

access: closed

type: Journal Article

metadata version: 2023-03-21

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Sergio Contreras-Espinoza, Christian Caamaño-Carrillo, Javier E. Contreras-Reyes:
Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis. J. Comput. Appl. Math. 423: 114975 (2023)

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