Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation (Q3476160): Difference between revisions
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Latest revision as of 02:07, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation |
scientific article |
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Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation (English)
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1989
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nonnegative definite Toeplitz matrices
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nonnegative definite circulant matrices
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extremal processes
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finite duration sequence
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covariance of a periodic stationary process
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minimal eigenvalue
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maximum likelihood estimate
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stationary Gaussian process
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EM iterative algorithm
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