Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
نویسندگان
چکیده مقاله:
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.
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...
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عنوان ژورنال
دوره 40 شماره 2
صفحات 339- 355
تاریخ انتشار 2014-04-01
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