Extrapolation of periodically correlated stochastic processes observed with noise

SHIFT 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.

shift 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.

Point Processes Observed with Noise

Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes

This paper focuses on the empirical autocovariance operator of H-valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.

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...