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.
Parvardeh, A., Goliforushani, S., & Soltani, A. (2014). Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows. Bulletin of the Iranian Mathematical Society, 40(2), 339-355.
MLA
Afshin Parvardeh; Sareh Goliforushani; Ahmad Reza Soltani. "Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows". Bulletin of the Iranian Mathematical Society, 40, 2, 2014, 339-355.
HARVARD
Parvardeh, A., Goliforushani, S., Soltani, A. (2014). 'Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows', Bulletin of the Iranian Mathematical Society, 40(2), pp. 339-355.
VANCOUVER
Parvardeh, A., Goliforushani, S., Soltani, A. Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows. Bulletin of the Iranian Mathematical Society, 2014; 40(2): 339-355.
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