May 2024
Intermediate to advanced
310 pages
7h 41m
English
In this chapter, we describe properties of the periodically stationary long memory multiplicative seasonal increments of discrete time stochastic processes defined and studied in [117]. We give a definition of the increment sequence and introduce stochastic sequences with periodically stationary (periodically correlated, cyclostationary) long memory multiplicative seasonal increments. These non-stationary stochastic sequences combine the periodic structure of covariation functions of sequences as well as the integrating pattern. A short review of the spectral theory of these increment sequences is presented.