periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
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abstract
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 periodic-cyclic flow.
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Journal title:
bulletin of the iranian mathematical societyPublisher: iranian mathematical society (ims)
ISSN 1017-060X
volume 40
issue 2 2014
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