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With the coefficient matrices of the polynomial matrices replacing the scalar coefficients in the standard Sylvester matrix, common factors exist if and only if this (generalized) Sylvester matrix is singular and the coefficient matrices commute. If the coefficient matrices do not commute, a...
Persistent link: https://www.econbiz.de/10010266373
Casorati determinants. Commutativity of Pfaffianization and Bäcklund transformations is generalized to the semi-discrete Toda …
Persistent link: https://www.econbiz.de/10011050750
the bilinear m-BKP ESCS constitutes a bilinear Bäcklund transformation for the BKP ESCS. This means that the commutativity …
Persistent link: https://www.econbiz.de/10011050794
Franchising is a contract that is not always balanced. This is due to a relationship where one can find a party, usually the franchisor, dominating the contractual bond. The economic and legal relationships call for much more attention due to the massive investments involved. One will often...
Persistent link: https://www.econbiz.de/10010720308
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We study two specific symmetric random block Toeplitz (of dimension k×k) matrices, where the blocks (of size n×n) are (i) matrices with i.i.d. entries and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on the entries, their limiting spectral distributions (LSDs) exist (after...
Persistent link: https://www.econbiz.de/10011039802
Persistent link: https://www.econbiz.de/10004035063
This paper establishes error orders for integral limit approximations to traces of powers to the pth order) of products of Toeplitz matrices. Such products arise frequently in the analysis of stationary time series and in the development of asymptotic expansions. The elements of the matrices are...
Persistent link: https://www.econbiz.de/10005593375
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...
Persistent link: https://www.econbiz.de/10010616875
Consistency, asymptotic normality and e ciency of the maximum likelihood estimator for stationary Gaussian time series, were shown to hold in the short memory case by Hannan (1973) and in the long memory case by Dahlhaus (1989). In this paper, we extend these results to the entire stationarity...
Persistent link: https://www.econbiz.de/10010708532