APPROXIMATIONS FOR THE INVERSE OF TOEPLITZ MATRICES WITH APPLICATIONS TO STATIONARY-PROCESSES

被引：3
|
作者：
DAHLHAUS, R
机构：
[1] Institut für Angewandte Mathematik Universität Heidelberg Im Neuenheimer Feld 294
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1990年 / 127卷
关键词：
D O I：
10.1016/0024-3795(90)90333-8
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Several approximations for the inverse of symmetric Toeplitz matrices are compared by a new approximation criterion. The criterion requires the approximation to be uniformly good over a set of matrices which increases with the size. Furthermore, a new approximation is introduced by applying a taper to the classical Whittle approximation. © 1990.
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页码：27 / 40
页数：14
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