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

Modeling High-Frequency Zeros in Time Series with Generalized Autoregressive Score Models with Explanatory Variables: An Application to Precipitation. - Pedro Vidal-Gutiérrez; Sergio Contreras-Espinoza; Francisco Novoa-Muñoz (Axioms, 2024)