Stable stationary processes related to cyclic flows
dc.contributor.author | Pipiras, Vladas | en_US |
dc.contributor.author | Taqqu, Murad S. | en_US |
dc.date.accessioned | 2019-08-28T19:49:24Z | |
dc.date.available | 2019-08-28T19:49:24Z | |
dc.date.issued | 2004-07-01 | |
dc.identifier | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000223556800016&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e74115fe3da270499c3d65c9b17d654 | |
dc.identifier.citation | V. Pipiras, M.S. Taqqu. 2004. "Stable stationary processes related to cyclic flows." ANNALS OF PROBABILITY, Volume 32, Issue 3A, pp. 2222 - 2260 (39). https://doi.org/10.1214/009117904000000108 | |
dc.identifier.issn | 0091-1798 | |
dc.identifier.uri | https://hdl.handle.net/2144/37495 | |
dc.description.abstract | We study stationary stable processes related to periodic and cyclic flows in the sense of Rosiński [Ann. Probab. 23 (1995) 1163–1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show how to identify them among general stationary stable processes. We conclude with the unique decomposition in distribution of stationary stable processes into the sum of four major independent components: 1. A mixed moving average component. 2. A harmonizable (or “trivial”) component. 3. A cyclic component 4. A component which is different from these. | en_US |
dc.format.extent | 2222 - 2260 (39) | en_US |
dc.language | English | |
dc.publisher | INST MATHEMATICAL STATISTICS | en_US |
dc.relation.ispartof | ANNALS OF PROBABILITY | |
dc.subject | Statistics & probability | en_US |
dc.subject | Mathematics | en_US |
dc.subject | Stable stationary processes | en_US |
dc.subject | Flows | en_US |
dc.subject | Periodic and cyclic flows | en_US |
dc.subject | Cocycles | en_US |
dc.subject | Statistics | en_US |
dc.title | Stable stationary processes related to cyclic flows | en_US |
dc.type | Article | en_US |
dc.description.version | First author draft | en_US |
dc.identifier.doi | 10.1214/009117904000000108 | |
pubs.elements-source | web-of-science | en_US |
pubs.notes | Embargo: Not known | en_US |
pubs.organisational-group | Boston University | en_US |
pubs.organisational-group | Boston University, College of Arts & Sciences | en_US |
pubs.organisational-group | Boston University, College of Arts & Sciences, Department of Mathematics & Statistics | en_US |
pubs.publication-status | Published | en_US |
dc.identifier.orcid | 0000-0002-1145-9082 (Taqqu, MS) | |
dc.identifier.mycv | 54242 |
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