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...

Full description

Bibliographic Details

Main Author:	Ginovyan, Mamikon S. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Edition:	1st ed. 2025.
Series:	Frontiers in Probability and the Statistical Sciences,
Subjects:	Stochastic processes. Stochastic models. Time-series analysis. Stochastic Processes. Stochastic Modelling in Statistics. Time Series Analysis.
Online Access:	https://doi.org/10.1007/978-3-032-00961-6
Tags:	Add Tag No Tags, Be the first to tag this record!