This paper establishes error orders for integral limit approximations to traces of powers (to the pth order) of products of Toeplitz matrices. Such products arise frequently in the analysis of stationary time series and in the development of asymptotic expansions. The elements of the matrices...

We consider the stochastic process <inline-graphic>null</inline-graphic>, <italic>t</italic> = 2, …, <italic>n</italic>, where <italic>s</italic>(<italic>x</italic>, <italic>x</italic>) is a similarity function between the <italic>t</italic>th and the <italic>i</italic>th observations and {<italic>ε</italic>} is a random disturbance term. This process was originally axiomatized by Gilboa, Lieberman, and Schmeidler (2006, <italic>Review of Economics and Statistics</italic>...

An infinite-order asymptotic expansion is given for the autocovariance function of a general stationary long-memory process with memory parameter d[set membership, variant](-1/2,1/2). The class of spectral densities considered includes as a special case the stationary and invertible...

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