Mostra el registre d'ítem simple
A note on the application of integrals involving cyclic products of kernels
dc.contributor.author | Buldygin, Valery V. |
dc.contributor.author | Utzet, Frederic |
dc.contributor.author | Zaiats, Vladimir |
dc.date.accessioned | 2007-12-11T17:25:21Z |
dc.date.available | 2007-12-11T17:25:21Z |
dc.date.issued | 2002 |
dc.identifier.citation | Buldygin, 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.issn | 0210-8054 (versió paper) |
dc.identifier.uri | http://hdl.handle.net/2099/4180 |
dc.description.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. |
dc.format.extent | 12 p. |
dc.language.iso | eng |
dc.publisher | Institut d'Estadística de Catalunya |
dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
dc.subject.lcsh | Inference |
dc.subject.lcsh | Functional analysis |
dc.subject.other | Intgral involving a cyclic product of kernels |
dc.subject.other | Cumulant |
dc.subject.other | Young-Hölder inequality |
dc.subject.other | Cross-correlogram |
dc.subject.other | Asymptotic |
dc.title | A note on the application of integrals involving cyclic products of kernels |
dc.type | Article |
dc.subject.lemac | Inferència |
dc.subject.lemac | Processos estocàstics |
dc.subject.lemac | Anàlisi funcional |
dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
dc.subject.ams | Classificació AMS::62 Statistics::62G Nonparametric inference |
dc.subject.ams | Classificació AMS::46 Associative rings and algebras::46N Miscellaneous applications of functional analysis |
dc.rights.access | Open Access |
local.ordre | 1 |
local.personalitzacitacio | true |