On unbounded toeplitz matrices and nonstationary time series with an application to information theory

DOI10.1016/S0019-9958(74)80056-2zbMath0274.94021OpenAlexW2029250947MaRDI QIDQ5183392

Robert M. Gray

Publication date: 1974

Published in: Information and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0019-9958(74)80056-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hermitian, skew-Hermitian, and related matrices (15B57) Information theory (general) (94A15)

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