On the trace approximations of products of Toeplitz matrices
The paper establishes error orders for integral limit approximations to the traces of products of Toeplitz matrices generated by integrable real symmetric functions defined on the unit circle. These approximations and the corresponding error bounds are of importance in the statistical analysis of discrete-time stationary processes: asymptotic distributions and large deviations of Toeplitz type random quadratic forms, estimation of the spectral parameters and functionals, etc.
Year of publication: |
2013
|
---|---|
Authors: | Ginovyan, Mamikon S. ; Sahakyan, Artur A. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 753-760
|
Publisher: |
Elsevier |
Subject: | Toeplitz matrix | Trace approximation | Error bound | Stationary process | Spectral density |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra
Lieberman, Offer, (2002)
-
Comparing spectral densities of stationary time series with unequal sample sizes
Preuß, Philip, (2013)
-
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Braumann, Alexander, (2021)
- More ...
Similar items by person