periodically correlated and multivariate symmetric stable‎ ‎processes related to periodic and cyclic flows

نویسندگان

afshin parvardeh

sareh goliforushani

ahmad reza soltani

چکیده

‎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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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:
bulletin of the iranian mathematical society

ناشر: iranian mathematical society (ims)

ISSN 1017-060X

دوره 40

شماره 2 2014

میزبانی شده توسط پلتفرم ابری doprax.com

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