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    3. Random Toeplitz Functionals and Their Applications

    Random Toeplitz Functionals and Their Applications

    Posted By: hill0
    Date: 18 Oct 2025 12:43:04
    Random Toeplitz Functionals and Their Applications

    Random Toeplitz Functionals and Their Applications
    English | 2025 | ISBN: 303200960X | 421 Pages | PDF EPUB (True) | 23 MB

    This book presents recent findings on central and non-central limit theorems for Toeplitz and tapered Toeplitz random quadratic functionals of stationary processes, with applications in spectral-based statistical inference. It focuses on Gaussian, orthogonal increment-driven, and Lévy-driven linear stationary processes with memory, in both discrete and continuous time.
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