\(O(n\log^ 2n)\) determinant computation of a Toeplitz matrix and fast variance estimation
type: Item
instance of: scholarly article
title: \(O(n\log^ 2n)\) determinant computation of a Toeplitz matrix and fast variance estimation
zbMATH Open document ID: 0854.65036
DOI: 10.1016/0893-9659(96)00007-9
author: C. R. Dietrich
author: Michael R. Osborne
published in: Applied Mathematics Letters
publication date: 1997-01-22T00:00:00Z
Mathematics Subject Classification ID: 65F40
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 915071
zbMATH Keywords: fast algorithms
zbMATH Keywords: restricted maximum likelihood
zbMATH Keywords: variance-covariance estimation
zbMATH Keywords: Toeplitz matrix
zbMATH Keywords: determinant
zbMATH Keywords: Schur constants
MaRDI profile type: Publication
full work available at URL: 0893-9659(96)00007-9
OpenAlex ID: W2055608805
cites work: A new algorithm for solving Toeplitz systems of equations
cites work: Superfast Solution of Real Positive Definite Toeplitz Systems
cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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description: scientific article; zbMATH DE number 915071