Autoregressive processes with generalized hyperbolic innovations
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Cites work
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- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
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Cited in
(13)- Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
- Robust mixture modeling based on two-piece scale mixtures of normal family
- Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
- scientific article; zbMATH DE number 5736245 (Why is no real title available?)
- Fitting Generalized Hyperbolic processes - New insights for generating initial values
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
- An autoregressive model based on the generalized hyperbolic distribution
- scientific article; zbMATH DE number 2190882 (Why is no real title available?)
- Robust clustering of COVID-19 cases across U.S. counties using mixtures of asymmetric time series models with time varying and freely indexed covariates
- Controlling the flexibility of non-Gaussian processes through shrinkage priors
- Fitting Latent Non-Gaussian Models Using Variational Bayes and Laplace Approximations
- Skew Gaussian Markov random fields under decomposable graphs
- The generalized hyperbolic process
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