"Embedding nonnegative definite Toeplitz matrices in nonnegative definite ..."

Amir Dembo, Colin L. Mallows, Lawrence A. Shepp (1989)

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DOI: 10.1109/18.45276

access: closed

type: Journal Article

metadata version: 2020-03-10

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Amir Dembo, Colin L. Mallows, Lawrence A. Shepp:
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation. IEEE Trans. Inf. Theory 35(6): 1206-1212 (1989)

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