Optimal Rates of Convergence for Estimating Toeplitz Covariance Matrices


Toeplitz covariance matrices are used in the analysis of stationary stochastic processes and a wide range of applications including radar imaging, target detection, speech recognition, and communications systems. In this paper, we consider optimal estimation of large Toeplitz covariance matrices and establish the minimax rate of convergence for two commonly… (More)



Citations per Year

Citation Velocity: 19

Averaging 19 citations per year over the last 3 years.

Learn more about how we calculate this metric in our FAQ.