Ergebnisse für: Toeplitz Type Random Quadratic Functional

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Random Toeplitz Functionals and Their Applications

Mamikon S. Ginovyan
Springer International Publishing
171.19 € · Hardcover

Stationary Process Gaussian Process Levy Process Brownian Motion Spectral Density Long-Memory Central and Non-Central Limit Theorems Toeplitz Matrix and Operator Trace Approximation Lévy-Driven Continuous-Time Model Tapered Data Periodogram Parametric and Nonparametric Estimation Goodness-of-Fit Test Toeplitz Type Random Quadratic Functional

This book presents recent findings on central and non-central limit theorems for Toeplitz and tapered Toeplitz random quadratic functionals of stationary processes, with applications in spectral-based statistical inference. It focuses on Gaussian, orthogonal increment-driven, and Lévy-driven linear...

Random Toeplitz Functionals and Their Applications

Mamikon S. Ginovyan
Springer International Publishing
171.19 € · eBook

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