A note on the application of integrals involving cyclic products of kernels.

Buldygin, Valery V., Utzet, Frederic, and Zaiats, Vladimir. "A note on the application of integrals involving cyclic products of kernels.." Qüestiió 26.1-2 (2002): 3-14. <http://eudml.org/doc/40366>.

@article{Buldygin2002,
abstract = {In statistics of stochastic processes and random fields, a moment function or a cumulant of an estimate of either the correlation function or the spectral function can often contain an integral involving a cyclic product of kernels. We define and study this class of integrals and prove a Young-Hölder inequality. This inequality further enables us to study asymptotics of the above mentioned integrals in the situation where the kernels depend on a parameter. An application to the problem of estimation of the response function in a Volterra system is given.},
author = {Buldygin, Valery V., Utzet, Frederic, Zaiats, Vladimir},
journal = {Qüestiió},
keywords = {Procesos estocásticos; Inferencia no paramétrica; Ecuaciones integrales estocásticas; Kernel; Convergencia asintótica; integral involving cyclic products of kernels; cumulants; Young-Hölder inequality; cross-correlogram; asymptotic normality},
language = {eng},
number = {1-2},
pages = {3-14},
title = {A note on the application of integrals involving cyclic products of kernels.},
url = {http://eudml.org/doc/40366},
volume = {26},
year = {2002},
}

TY - JOUR
AU - Buldygin, Valery V.
AU - Utzet, Frederic
AU - Zaiats, Vladimir
TI - A note on the application of integrals involving cyclic products of kernels.
JO - Qüestiió
PY - 2002
VL - 26
IS - 1-2
SP - 3
EP - 14
AB - In statistics of stochastic processes and random fields, a moment function or a cumulant of an estimate of either the correlation function or the spectral function can often contain an integral involving a cyclic product of kernels. We define and study this class of integrals and prove a Young-Hölder inequality. This inequality further enables us to study asymptotics of the above mentioned integrals in the situation where the kernels depend on a parameter. An application to the problem of estimation of the response function in a Volterra system is given.
LA - eng
KW - Procesos estocásticos; Inferencia no paramétrica; Ecuaciones integrales estocásticas; Kernel; Convergencia asintótica; integral involving cyclic products of kernels; cumulants; Young-Hölder inequality; cross-correlogram; asymptotic normality
UR - http://eudml.org/doc/40366
ER -