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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.ST2007

A characterization of ARMA and Fractional ARIMA models with infinitely divisible innovations

Muneya Matsui

The object of this paper is to study the asymptotic dependence structure of the linear time series models with infinitely divisible innovations by the use of their characteristic f…