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

Document Type: Research Paper

Authors

Academic Professor

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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Volume 40, Issue 2
March and April 2014
Pages 339-355
  • Receive Date: 13 February 2011
  • Revise Date: 17 February 2013
  • Accept Date: 17 February 2013