| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153068 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mamikon S. Ginovyan, Artur A. Sahakyan,