Large sample test criteria on Toeplitz covariance structure (Q2965553)
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scientific article; zbMATH DE number 6691490
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| English | Large sample test criteria on Toeplitz covariance structure |
scientific article; zbMATH DE number 6691490 |
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Large sample test criteria on Toeplitz covariance structure (English)
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3 March 2017
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centrosymmetric matrix
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likelihood ratio tests
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Rao's efficient score statistic
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Toeplitz matrix
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two-stage test
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numerical examples
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stationary stochastic process
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covariance matrix
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Monte Carlo
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0.7979360222816467
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0.7821184992790222
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0.7524312734603882
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0.7364221811294556
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0.728709876537323
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