  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 functions. Autoregressive moving-average (ARMA) models
and fractional autoregressive integrated moving-average (FARIMA) models are
analyzed. As examples of infinitely divisible innovations, the class of
radially absolute continuous distributions and general non-symmetric stable
distributions are considered. The finite dimensional distributionsn of these
models are also obtained.
