On bilinear forms in Gaussian random variables and Toeplitz matrices
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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
- Large deviations for Poisson systems of independent random walks
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- On the distribution of the singular values of Toeplitz matrices
Cited in
(88)- Band Toeplitz preconditioners for non-symmetric real Toeplitz systems by preconditioned GMRES method
- Block generalized locally Toeplitz sequences: theory and applications in the unidimensional case
- Block generalized locally Toeplitz sequences: theory and applications in the multidimensional case
- Block generalized locally Toeplitz sequences: from the theory to the applications
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise
- Szegő type results relative to a sequence of model spaces
- Asymptotics of eigenvalues of large symmetric Toeplitz matrices with smooth simple-loop symbols
- A generalization of the Avram-Parter theorem
- Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
- Long-range dependent time series specification
- Bahadur exact slopes of some tests for spectral densities
- On the asymptotic spectral distribution of increasing size matrices: test functions, spectral clustering, and asymptotic estimates of outliers
- The eigenvalue distribution of special 2-by-2 block matrix-sequences with applications to the case of symmetrized Toeplitz structures
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
- Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes
- Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra
- Large deviations for quadratic forms of stationary Gaussian processes
- On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
- Some Problems Concerning the Test Functions in the Szegö and Avram-Parter Theorems
- On the Bilinear Equations for Fredholm Determinants Appearing in Random Matrices
- The GLT class as a generalized Fourier analysis and applications
- Singular values and eigenvalues of non-Hermitian block Toeplitz matrices
- Spectral asymptotics for Kac-Murdock-Szegő matrices
- The eigenvalue distribution of products of Toeplitz matrices - clustering and attraction
- Multilevel symmetrized Toeplitz structures and spectral distribution results for the related matrix-sequences
- Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
- Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
- The extension of the concept of the generating function to a class of preconditioned Toeplitz matrices
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- An elementary note on asymptotic properties of Toeplitz and multilevel Toeplitz matrices
- Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
- A note on approximations of traces of products of truncated Toeplitz matrices
- On the trace approximation problem for truncated Toeplitz operators and matrices
- Capizzano, Stefano Serra
- Optimal rate of convergence for vector-valued Wiener-Itô integral
- Band-Toeplitz preconditioners for ill-conditioned Toeplitz systems
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- A note on the spectral distribution of symmetrized Toeplitz sequences
- Generalized locally Toeplitz sequences: Spectral analysis and applications to discretized partial differential equations
- A unifying approach to some old and new theorems on distribution and clustering
- Approximations and limit theory for quadratic forms of linear processes
- Block GLT sequences: matrix functions and engineering application
- Exploration of Toeplitz-like matrices with unbounded symbols is not a purely academic journey
- Extreme singular values and eigenvalues of non-Hermitian block Toeplitz matrices
- Error bounds for approximations of traces of products of truncated Toeplitz operators
- Toeplitz eigenvalues for Radon measures
- The theory of locally Toeplitz sequences: a review, an extension, and a few representative applications
- A short survey on preconditioners and Korovkin-type theorems
- Distribution in the sense of eigenvalues of \(g\)-Toeplitz sequences: clustering and attraction
- Exact estimates for moments of random bilinear forms
- Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
- Singular values of Cauchy-Toeplitz matrices
- Topological foundations of an asymptotic approximation theory for sequences of matrices with increasing size
- The trace problem for Toeplitz matrices and operators and its impact in probability
- Some convergence results on quadratic forms for random fields and application to empirical covariances
- A note on the spectral analysis of matrix sequences via GLT momentary symbols: from all-at-once solution of parabolic problems to distributed fractional order matrices
- Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
- Locally Toeplitz sequences: Spectral properties and applications
- On bilinear forms based on the resolvent of large random matrices
- Spectra of multilevel Toeplitz matrices: Advanced theory via simple matrix relationships
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
- On Toeplitz type quadratic functionals of stationary Gaussian processes
- Central limit theorem for polynomial forms. I
- Block generalized locally Toeplitz sequences: topological construction, spectral distribution results, and star-algebra structure
- Circulant preconditioners with unbounded inverses
- Absolute equal distribution of families of finite sets.
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
- Influence of matrix operations on the distribution of eigenvalues and singular values of Toeplitz matrices
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Optimal block circulant preconditioners for block Toeplitz systems with application to evolutionary PDEs
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields
- Pushing the envelope of the test functions in the Szegö and Avram-Parter theorems
- Maximum norm versions of the Szegő and Avram-Parter theorems for Toeplitz matrices
- Singular values and eigenvalues of non-Hermitian block Toeplitz matrices
- A functional large deviations principle for quadratic forms of Gaussian stationary processes
- Moderate deviations for quadratic forms in Gaussian stationary processes
- A systematic approach to reduced GLT
- Estimation of marginal and spectral modes
- How the instability of ranks under long memory affects large-sample inference
- Central limit theorems for quadratic forms with time-domain conditions
- A sufficient condition for asymptotic normality of the normalized quadratic form \(\Psi_{n}(f,g)\)
- Asymptotically optimal estimation in misspecified time series models
- Block locally Toeplitz sequences: construction and properties
- Computation of asymptotic spectral distributions for sequences of grid operators
- Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case
- Limit theorems for quadratic forms with applications to Whittle's estimate
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