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Random Toeplitz functionals and their applications

Record Type:	Electronic resources : Monograph/item
Title/Author:	Random Toeplitz functionals and their applications/ by Mamikon S. Ginovyan.
Author:	Ginovyan, M. S.
Published:	Cham :Springer Nature Switzerland : : 2025.,
Description:	xxii, 409 p. :ill., digital ;24 cm.
[NT 15003449]:	- 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.
Contained By:	Springer Nature eBook
Subject:	Mathematical statistics. -
Online resource:	https://doi.org/10.1007/978-3-032-00961-6
ISBN:	9783032009616

Random Toeplitz functionals and their applications
Ginovyan, M. S.

Random Toeplitz functionals and their applications[electronic resource] /by Mamikon S. Ginovyan. - Cham :Springer Nature Switzerland :2025. - xxii, 409 p. :ill., digital ;24 cm. - Frontiers in probability and the statistical sciences,2624-9995. - Frontiers in probability and the statistical sciences..

- 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.

ISBN: 9783032009616

Standard No.: 10.1007/978-3-032-00961-6doiSubjects--Topical Terms:

516858
Mathematical statistics.

LC Class. No.: QA276

Dewey Class. No.: 519.5

Random Toeplitz functionals and their applications
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245 1 0 $a Random Toeplitz functionals and their applications $h [electronic resource] / $c by Mamikon S. Ginovyan.
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490 1 $a Frontiers in probability and the statistical sciences, $x 2624-9995
505 0 $a - 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.
650 0 $a Mathematical statistics. $3 516858
650 0 $a Toeplitz operators. $3 708293
650 1 4 $a Stochastic Processes. $3 906873
650 2 4 $a Stochastic Modelling in Statistics. $3 3599029
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