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Random Toeplitz functionals and their applications

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Random Toeplitz functionals and their applications/ by Mamikon S. Ginovyan.
作者:	Ginovyan, M. S.
出版者:	Cham :Springer Nature Switzerland : : 2025.,
面頁冊數:	xxii, 409 p. :ill., digital ;24 cm.
內容註:	- 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
標題:	Mathematical statistics. -
電子資源:	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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