on dispersion of stable random Vectors and its application in the prediction of multivariate stable processes

Our aim in this article is to derive a recipe formalr for the best linear predictor when the underlying stochastic model is multivariate symmetric a stable process. For doing this first we introduce a dispersion for stable random vectors, then adopt the technique of minimizing the dispersion error for deriving our recipe formula in various cases.

Keywords:

Best Linear Predictor , Multivariate Stable Processer , Spectral Meamre , Symmetric a Stable ARMA Processer.