A note on approximations of traces of products of truncated Toeplitz matrices

DOI10.3103/S1068362309040074MaRDI QIDQ736267zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

spectral densityerror boundtrace approximationdiscrete-time stationary processtruncated Toeplitz matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3121518 (Why is no real title available?)
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 3177117 (Why is no real title available?)
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
• Asymptotic theory of statistical inference for time series
• Asymptotically efficient nonparametric estimation of functionals of a spectral density function
• Central limit theorems for quadratic forms in random variables having long-range dependence
• Efficient parameter estimation for self-similar processes
• Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
• Error bounds for approximations of traces of products of truncated Toeplitz operators
• Large deviations for quadratic forms of stationary Gaussian processes
• Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
• On Toeplitz type quadratic functionals of stationary Gaussian processes
• On bilinear forms in Gaussian random variables and Toeplitz matrices
• On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
• On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process

Cited in

(9)

• scientific article; zbMATH DE number 474431 (Why is no real title available?)
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• Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
• Product rules for the displacement of near-Toeplitz matrices
• On the trace approximation problem for truncated Toeplitz operators and matrices
• On the trace approximations of products of Toeplitz matrices
• scientific article; zbMATH DE number 4192370 (Why is no real title available?)
• Trace approximations of products of truncated Toeplitz operators
• The trace problem for Toeplitz matrices and operators and its impact in probability

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