Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
A characterization of ARMA and Fractional ARIMA models with infinitely divisible innovations
Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution
Generalized fractional Ornstein-Uhlenbeck processes
Goodness-of-Fit Tests for Symmetric Stable Distributions -- Empirical Characteristic Function Approach
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