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
Pages
17
From page
339
To page
355
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
Serial Year
2014
Journal title
Bulletin of the Iranian Mathematical Society
Record number
1314774
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