Random Toeplitz Functionals and Their Applications
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...
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Kaituhi rangatōpū: | |
| Hōputu: | Tāhiko īPukapuka |
| Reo: | Ingarihi |
| I whakaputaina: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
|
| Putanga: | 1st ed. 2025. |
| Rangatū: | Frontiers in Probability and the Statistical Sciences,
|
| Ngā marau: | |
| Urunga tuihono: | https://doi.org/10.1007/978-3-032-00961-6 |
| Ngā Tūtohu: |
Tāpirihia he Tūtohu
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
Rārangi ihirangi:
- - 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.