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Multiple integrals with respect to L-mixing processes

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  • Gerencsér, László

Abstract

We prove a moment inequality for multiple integrals of the Volterra type with respect to a certain class of zero-mean mixing processes. The exponent of the moments is an arbitrary real number q such that q[greater-or-equal, slanted]2. The result is the extension of an earlier result for single integrals. Two examples for the estimation of double integrals is given, both of which have been applied in the analysis of recursive estimators.

Suggested Citation

  • Gerencsér, László, 1993. "Multiple integrals with respect to L-mixing processes," Statistics & Probability Letters, Elsevier, vol. 17(1), pages 73-83, May.
    • Handle: RePEc:eee:stapro:v:17:y:1993:i:1:p:73-83
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