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dc.contributor.authorBuldygin, Valery V.
dc.contributor.authorUtzet, Frederic
dc.contributor.authorZaiats, Vladimir
dc.date.accessioned2007-12-11T17:25:21Z
dc.date.available2007-12-11T17:25:21Z
dc.date.issued2002
dc.identifier.citationBuldygin, Valery V.; Utzet, Frederic;Zaiats, Vladimir. "A note on the application of integrals involving cyclic products of kernels". Qüestiió. 2002, vol. 26, núm. 1-2
dc.identifier.issn0210-8054 (versió paper)
dc.identifier.urihttp://hdl.handle.net/2099/4180
dc.description.abstractIn 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.
dc.format.extent12 p.
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.lcshInference
dc.subject.lcshFunctional analysis
dc.subject.otherIntgral involving a cyclic product of kernels
dc.subject.otherCumulant
dc.subject.otherYoung-Hölder inequality
dc.subject.otherCross-correlogram
dc.subject.otherAsymptotic
dc.titleA note on the application of integrals involving cyclic products of kernels
dc.typeArticle
dc.subject.lemacInferència
dc.subject.lemacProcessos estocàstics
dc.subject.lemacAnàlisi funcional
dc.subject.amsClassificació AMS::62 Statistics::62M Inference from stochastic processes
dc.subject.amsClassificació AMS::62 Statistics::62G Nonparametric inference
dc.subject.amsClassificació AMS::46 Associative rings and algebras::46N Miscellaneous applications of functional analysis
dc.rights.accessOpen Access
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local.personalitzacitaciotrue


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