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Vector AutoRegressive Moving Average Models: A Review. [PDF]

open access: yesWiley Interdiscip Rev Comput Stat
Düker MC   +3 more
europepmc   +1 more source

The Smallest Eigenvalue of Hankel Matrices [PDF]

open access: yesConstructive Approximation, 2010
Let H_N=(s_{n+m}),n,m\le N denote the Hankel matrix of moments of a positive measure with moments of any order. We study the large N behaviour of the smallest eigenvalue lambda_N of H_N. It is proved that lambda_N has exponential decay to zero for any measure with compact support.
Christian Berg, Ryszard Szwarc
exaly   +5 more sources
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Commutation Relations for Toeplitz and Hankel Matrices

SIAM Journal on Matrix Analysis and Applications, 2003
Given Toeplitz matrices \(A\), \(B\), \(C\), and \(D\), among other results, the authors give a theorem that determines if \(AB - CD\) is Toeplitz. They use this theorem to prove a variety of new and previously known algebraic results about Hankel and Toeplitz matrices.
Caixing Gu
exaly   +2 more sources

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