@article{thedynamictriplegammapriorasashrinkage,
  title = {The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models},
  author = {Peter Knaus and Sylvia Frühwirth-Schnatter},
  year = {2023},
  eprint = {2312.10487},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2312.10487v2},
}