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An autoregressive model based on the generalized hyperbolic distribution

Year of publication

2020

Authors

Karttunen, Henri

Organizations and authors

University of Helsinki

Karttunen Henri

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal/Series

Scandinavian Journal of Statistics

Parent publication name

Scandinavian Journal of Statistics

Volume

47

Issue

3

Pages

787-816

ISSN

0303-6898

​Publication forum

66808

​Publication forum level

2

Open access

Open access in the publisher’s service

No

Self-archived

Yes

Other information

Fields of science

Statistics and probability

Keywords

[object Object],[object Object],[object Object],[object Object],[object Object]

Publication country

United Kingdom

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1111/sjos.12427

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes