Large sample test criteria on Toeplitz covariance structure (Q2965553)

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Large sample test criteria on Toeplitz covariance structure
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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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