Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
نویسندگان
چکیده
منابع مشابه
Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
In this work we introduce and study discrete time periodically correlated stable processes and multivariate stationary stable processes related to periodic and cyclic flows. Our study involves producing a spectral representation and a spectral identification for such processes. We show that the third component of a periodically correlated stable process has a component related to a...
متن کاملSHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES
The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.
متن کاملperiodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
in this work we introduce and study discrete time periodically correlated stable processes and multivariate stationary stable processes related to periodic and cyclic flows. our study involves producing a spectral representation and a spectral identification for such processes. we show that the third component of a periodically correlated stable process has a component related to a...
متن کاملDiscrete Time Markov Processes
What follows is a quick survey of the main ingredients in the theory of discrete-time Markov processes. It is a birds' view, rather than the deenitive \state of the art." To maximize accessibility, the nomenclature of mathematical probability is avoided, although rigor is not sacriiced. To compensate, examples (and counterexamples) abound and the bibliography is annotated. Relevance to control ...
متن کاملshift operator for periodically correlated processes
the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2008
ISSN: 0167-7152
DOI: 10.1016/j.spl.2007.05.023