\(O(n\log^ 2n)\) determinant computation of a Toeplitz matrix and fast variance estimation

DOI10.1016/0893-9659(96)00007-9zbMath0854.65036OpenAlexW2055608805MaRDI QIDQ1921158

C. R. Dietrich, Michael R. Osborne

Publication date: 22 January 1997

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(96)00007-9

zbMATH Keywords

fast algorithmsToeplitz matrixdeterminantrestricted maximum likelihoodSchur constantsvariance-covariance estimation

Mathematics Subject Classification ID

Numerical computation of determinants (65F40) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Measures of parameter uncertainty in geostatistical estimation and geostatistical optimal design

Cites Work

• A new algorithm for solving Toeplitz systems of equations
• Superfast Solution of Real Positive Definite Toeplitz Systems
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems

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