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

• Autores: Valery V. Buldygin, Frederic Utzet Civit, Vladimir Zaiats
• Localización: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa, ISSN 0210-8054, Vol. 26, Nº. 1-2, 2002, págs. 3-14
• Idioma: inglés
• Títulos paralelos:
  • Una nota sobre la aplicación de integrales que presentan productos cíclicos de kernels
• Enlaces
  • Texto completo (pdf)
• Resumen

  • 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