Large sample test criteria on Toeplitz covariance structure

DOI10.1080/03610918.2014.901356zbMath1359.65018OpenAlexW2030420051MaRDI QIDQ2965553

Saran Ishika Maiti

Publication date: 3 March 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.901356

zbMATH Keywords

Monte Carlonumerical examplesToeplitz matrixcovariance matrixlikelihood ratio testscentrosymmetric matrixstationary stochastic processtwo-stage testRao's efficient score statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Stationary stochastic processes (60G10) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Toeplitz, Cauchy, and related matrices (15B05)

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