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The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such as the generalized inverse Gaussian distribution, Student's tdistribution and the variance-gamma distribution, and thus the normal, gamma and Laplace distributions. In this paper, we consider the GH distribution in the context of Stein's method. In particular, we obtain a Stein characterisation of the GH distributiondoi:10.1051/ps/2017007 fatcat:u2gzvs6nmrcl7jqnwo7afgyoou