کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10527440 | 958861 | 2005 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
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چکیده انگلیسی
The spectral structure of discrete time periodically correlated (as well as multivariate stationary) symmetric α-stable processes is identified by decomposing such a process uniquely in distribution into one sum of three mutually independent periodically correlated (multivariate stationary) stable processes that are classified as mixed moving average, harmonizable and of a third kind. The techniques are based on presenting the flow and its cocycle that govern the spectral representation of the process, using the Hopf decomposition and specifying the harmonizable component.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 115, Issue 11, November 2005, Pages 1838-1859
Journal: Stochastic Processes and their Applications - Volume 115, Issue 11, November 2005, Pages 1838-1859
نویسندگان
A.R. Soltani, A. Parvardeh,