Abstract
The asymptotic eigenvalue behavior of unbounded Hermitian Toeplitz matrices is derived and used to evaluate the asymptotic eigenvalue distribution of the covariance matrix of possibly nonstationary autoregressive time series. As an application, the results are used to generalize the evaluation of the ratedistortion function of possibly nonstationary autoregressive Gaussian time series with a mean-squared-error fidelity criterion.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
