Large sample test criteria on Toeplitz covariance structure
type: Item
instance of: scholarly article
title: Large sample test criteria on Toeplitz covariance structure
zbMATH Open document ID: 1359.65018
DOI: 10.1080/03610918.2014.901356
author: Saran Ishika Maiti
publication date: 2017-03-03T00:00:00Z
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 15B05
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6691490
zbMATH Keywords: centrosymmetric matrix
zbMATH Keywords: likelihood ratio tests
zbMATH Keywords: Rao's efficient score statistic
zbMATH Keywords: Toeplitz matrix
zbMATH Keywords: two-stage test
zbMATH Keywords: numerical examples
zbMATH Keywords: stationary stochastic process
zbMATH Keywords: covariance matrix
zbMATH Keywords: Monte Carlo
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918.2014.901356
OpenAlex ID: W2030420051
published in: Communications in Statistics. Simulation and Computation
description: scientific article