On the trace approximations of products of Toeplitz matrices
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference16 articles.
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4. Efficient parameter estimation for self-similar processes;Dahlhaus;Ann. Statist.,1989
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1. Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra;Journal of Time Series Analysis;2023-05-08
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5. Note on traces of matrix products involving inverses of positive definite ones;Journal of Applied Mathematics and Computational Mechanics;2018-03
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