https://www.boost.org/doc/libs/1_86_0/libs/math/doc/html/math_toolkit/dist_ref/dists/skew_normal_dist.html
skew normal distribution
https://www.mdpi.com/2227-7390/8/5/693
Autoregressive models have played an important role in time series. In this paper, an autoregressive model based on the skew-normal distribution is considered....
autoregressive modeldiagnosticanalyticsskewnormal