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.
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.
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.
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.
Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
Receive Date: 13 February 2011,
Revise Date: 17 February 2013,
Accept Date: 17 February 2013
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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