On bilinear forms in Gaussian random variables and Toeplitz matrices
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Publication:1105276
DOI10.1007/BF00319101zbMath0648.60043MaRDI QIDQ1105276
Publication date: 1988
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
bilinear formToeplitz formsstationary Gaussian sequenceasymptotic behaviour of the trace of products of Toeplitz matrices
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Cites Work
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- Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
- Central limit theorems for quadratic forms in random variables having long-range dependence
- On the distribution of the singular values of Toeplitz matrices
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Large deviations for Poisson systems of independent random walks
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