Zarrin, Parisa; Maleki, Mohsen; Khodadai, Zahra; Arellano-Valle, Reinaldo B. Time series models based on the unrestricted skew-normal process. (English) Zbl 07193712 J. Stat. Comput. Simulation 89, No. 1, 38-51 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Zarrin} et al., J. Stat. Comput. Simulation 89, No. 1, 38--51 (2019; Zbl 07193712) Full Text: DOI
Maleki, Mohsen; Wraith, Darren; Arellano-Valle, Reinaldo B. Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions. (English) Zbl 1430.62105 Stat. Comput. 29, No. 3, 415-428 (2019). MSC: 62H10 62F15 62H30 62-08 PDFBibTeX XMLCite \textit{M. Maleki} et al., Stat. Comput. 29, No. 3, 415--428 (2019; Zbl 1430.62105) Full Text: DOI
Maleki, Mohsen; Arellano-Valle, Reinaldo B. Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions. (English) Zbl 07191989 J. Stat. Comput. Simulation 87, No. 6, 1061-1083 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Maleki} and \textit{R. B. Arellano-Valle}, J. Stat. Comput. Simulation 87, No. 6, 1061--1083 (2017; Zbl 07191989) Full Text: DOI