Identification of periodic and cyclic fractional stable motions
@article{Pipiras2004IdentificationOP, title={Identification of periodic and cyclic fractional stable motions}, author={Vladas Pipiras and Murad S. Taqqu}, journal={Annales De L Institut Henri Poincare-probabilites Et Statistiques}, year={2004}, volume={44}, pages={612-637} }
Self-similar stable mixed moving average processes can be related to nonsingular flows through their minimal representations. Self-similar stable mixed moving averages related to dissipative flows have been studied, as well as processes associated with identity flows which are the simplest type of conservative flows. The focus here is on self-similar stable mixed moving averages related to periodic and cyclic flows. Periodic flows are conservative flows such that each point in the space comes…
4 Citations
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