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
volume 40 issue 2
pages 339- 355
publication date 2014-04-01
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