Random Toeplitz Functionals and Their Applications - Ginovyan, Mamikon S.
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Présentation Random Toeplitz Functionals And Their Applications Format Relié
- Livre Loisirs
Résumé :
- 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....
Biographie: - 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.
Sommaire: Mamikon S. Ginovyan has been a Professor of Mathematics and Statistics at Boston University since 2004. Before joining Boston University, he served as a Senior Researcher and Deputy Research Director at the Institute of Mathematics of the Armenian Academy of Sciences. He earned both his B.S. and M.S. degrees in Mathematics from Yerevan State University in Armenia and completed his Ph.D. in Mathematics at the St. Petersburg Department of the Steklov Mathematical Institute of the Russian Academy of Sciences. Dr. Ginovyan's research interests include probability and statistics, as well as related areas in harmonic analysis and operator theory. His published work covers a wide range of topics, including limit theorems, estimation and prediction in stationary stochastic models, and problems related to Toeplitz operators and matrices.
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