A note on approximations of traces of products of truncated Toeplitz matrices
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Publication:736267
DOI10.3103/S1068362309040074zbMATH Open1176.60028OpenAlexW2032960334MaRDI QIDQ736267FDOQ736267
Authors: M. S. Ginovyan, Artur Sahakian
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
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- scientific article; zbMATH DE number 474431
spectral densityerror boundtrace approximationdiscrete-time stationary processtruncated Toeplitz matrix
Cites Work
- Asymptotic theory of statistical inference for time series
- Efficient parameter estimation for self-similar 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
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- Central limit theorems for quadratic forms in random variables having long-range dependence
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- On bilinear forms in Gaussian random variables and Toeplitz matrices
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- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
- Asymptotically efficient nonparametric estimation of functionals of a spectral density function
- On Toeplitz type quadratic functionals of stationary Gaussian processes
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- Error bounds for approximations of traces of products of truncated Toeplitz operators
- On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
- On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
Cited In (9)
- Product rules for the displacement of near-Toeplitz matrices
- Trace approximations of products of truncated Toeplitz operators
- Title not available (Why is that?)
- Title not available (Why is that?)
- Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
- On the trace approximation problem for truncated Toeplitz operators and matrices
- Error bounds for approximations of traces of products of truncated Toeplitz operators
- The trace problem for Toeplitz matrices and operators and its impact in probability
- On the trace approximations of products of Toeplitz matrices
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