Abstract
If $k$ is a positive odd integer, it is shown that it is possible to construct a characteristic function $f(t)$ such that $f^{(k)}(0)$ exists but $f^{(k)}(t_m)$ does not exist for a sequence of numbers $\{t_m\}$ where $t_m \rightarrow 0$ as $m \rightarrow \infty$.
Citation
Stephen J. Wolfe. "On Derivatives of Characteristic Functions." Ann. Probab. 3 (4) 737 - 738, August, 1975. https://doi.org/10.1214/aop/1176996315
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