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Error bound 1 Spectral density 1 Stationary process 1 Toeplitz matrix 1 Trace approximation 1
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Ginovyan, Mamikon S. 1 Sahakyan, Artur A. 1
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Statistics & Probability Letters 1
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On the trace approximations of products of Toeplitz matrices
Ginovyan, Mamikon S.; Sahakyan, Artur A. - In: Statistics & Probability Letters 83 (2013) 3, pp. 753-760
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...
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