Les processus à accroissements indépendants et les équations de structure
Une note sur l'intégrale multiple de Stratonovich pour le processus de Poisson
Intégrale multiple de Stratonovich pour le processus de Poisson
A note on the application of integrals involving cyclic products of kernels.
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...
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