2 papers
math.ST2021
Statistical inference for stationary linear models with tapered data
Mamikon S. Ginovyan, Artur A. Sahakyan
In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary mod…
math.PR2013
The Trace Problem for Toeplitz Matrices and Operators and its Impact in Probability
Mamikon S. Ginovyan, Artur A. Sahakyan, Murad S. Taqqu
The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szegö, "Toeplitz forms and their…