On the trace approximations of products of Toeplitz matrices
Probability
2014-05-15 v1
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.
Keywords
Cite
@article{arxiv.1405.3568,
title = {On the trace approximations of products of Toeplitz matrices},
author = {M. S. Ginovyan and A. A. Sahakyan},
journal= {arXiv preprint arXiv:1405.3568},
year = {2014}
}