Title of article :
Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
Author/Authors :
Goliforushani، Sareh نويسنده Isfahan University of Technology , , Parvardeh، Afshin نويسنده University of Isfahan , , Soltani Nejad، Ahmad نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2014
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.
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society