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Random Toeplitz Functionals and Their Applications

Random Toeplitz Functionals and Their Applications

Hardcover

Series: Frontiers in Probability and the Statistical Sciences

Probability & Statistics

ISBN10: 303200960X
ISBN13: 9783032009609
Publisher: Springer
Published: Oct 14 2025
Pages: 409
Weight: 1.71
Height: 0.94 Width: 6.14 Depth: 9.21
Language: English
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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Probability & Statistics