ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS

DOI10.1017/S0266466609990715zbMath1294.62222arXiv0804.1040OpenAlexW1999301376MaRDI QIDQ3580640

Alessandra Luati, Tommaso Proietti

Publication date: 13 August 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.1040

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (5)

Characterizations and accurate computations for tridiagonal Toeplitz matrices ⋮ Reciprocal matrices: properties and approximation by a transitive matrix ⋮ Tridiagonal Toeplitz matrices: properties and novel applications ⋮ On the banded Toeplitz structured distance to symmetric positive semidefiniteness ⋮ Structure-preserving \(\Gamma\) QR and \(\Gamma\)-Lanczos algorithms for Bethe-Salpeter eigenvalue problems

Uses Software

• SemiPar

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