The trace problem for Toeplitz matrices and operators and its impact in probability
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Publication:485898
DOI10.1214/13-PS217zbMath1348.60054arXiv1304.6703OpenAlexW2963350718MaRDI QIDQ485898
Artur A. Sahakyan, Mamikon S. Ginovyan, Murad S. Taqqu
Publication date: 14 January 2015
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.6703
estimationToeplitz operatorsingularityToeplitz matrixcentral limit theoremlarge deviationsstationary processspectral densitytrace approximation
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Large deviations (60F10) Toeplitz, Cauchy, and related matrices (15B05)
Related Items (9)
Statistical inference for stationary linear models with tapered data ⋮ Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra ⋮ Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data ⋮ Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes ⋮ On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models ⋮ Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes ⋮ Goodness-of-fit tests for stationary Gaussian processes with tapered data ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Statistical estimation for stationary models with tapered data
Uses Software
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