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Prediction in a non-homogeneous Poisson cluster model
Matsui, Muneya, (2014)
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J., (2015)
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu, (2024)
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
Matsui, Muneya, (2005)
"Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE"
Matsui, Muneya, (2003)
"Some Improvements in Numerical Evaluation of Symmetric Stable Density and its Derivatives"
Matsui, Muneya, (2004)