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Random Toeplitz Functionals and Their Applications

By Ginovyan, Mamikon S.

Random Toeplitz Functionals and Their Applications

By Ginovyan, Mamikon S.

0 - Default Title
Description
- 1. Introduction and Overview.- 2. Preliminaries.- 3. The Model: Second-Order (Weakly) Stationary Processes.- 4. The Trace Problem for Toeplitz Matrices and Operators.- 5. Central Limit Theorems for Random Toeplitz Quadratic Functionals.- 6. Functional Limit Theorems for Toeplitz Processes.- 7. Central Limit Theorems for Tapered Toeplitz Quadratic Functionals.- 8. Nonparametric Estimation of Spectral Functionals.- 9. Parametric Estimation. The Whittle Estimation Procedure.- 10. Goodness-of-Fit Tests Based on the Tapered Data.
Product details
Number of Pages:
432
Release Date:
2025-10-14
Publication Date:
2025-10-14
Publisher:
Springer
Languages:
Original: English
ISBN10:
303200960X
ISBN13:
9783032009609
GPSR Manufacturer Reference:
[email protected]
Weight:
809 g
Height:
160 cm
Width:
241 cm
Thickness:
29 cm
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