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20042026
most citedGoodness-of-Fit Tests for Symmetric Stable Distributions -- Empirical Characteristic Function Approach

44 citations · 85 across the 32 of their papers we have counts for

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math.PR2018★ 4 cited

Tail indices for AX+B recursion with triangular matrices

Muneya Matsui, Witold Świątkowski

Multivariate stochastic recurrence equations (SREs) are investigated when coefficients are triangular matrices. If coefficient matrices of SREs have all strictly positive elements,…