A note on approximations of traces of products of truncated Toeplitz matrices

DOI10.3103/S1068362309040074zbMath1176.60028MaRDI QIDQ736267

Artur A. Sahakyan, Mamikon S. Ginovyan

Publication date: 27 October 2009

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1068362309040074

zbMATH Keywords

error bound; spectral density; trace approximation; discrete-time stationary process; truncated Toeplitz matrix

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Error bounds for approximations of traces of products of truncated Toeplitz operators
• Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
• Efficient parameter estimation for self-similar processes
• Central limit theorems for quadratic forms in random variables having long-range dependence
• Asymptotically efficient nonparametric estimation of functionals of a spectral density function
• On bilinear forms in Gaussian random variables and Toeplitz matrices
• On Toeplitz type quadratic functionals of stationary Gaussian processes
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
• Asymptotic theory of statistical inference for time series
• On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
• Large deviations for quadratic forms of stationary Gaussian processes
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
• Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
• On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences