4 papers
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…
On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
M. S. Ginovyan, A. A. Sahakyan
The paper deals with a question of robustness of inferences, carried out on a continuous-time stationary process contaminated by a small trend, to this departure from stationarity.…
On the trace approximations of products of Toeplitz matrices
M. S. Ginovyan, A. A. Sahakyan
The paper establishes error orders for integral limit approximations to the traces of products of Toeplitz matrices generated by integrable real symmetric functions defined on the…
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…