Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra
نویسندگان
چکیده
We investigate error orders for integral limit approximations to traces of products Toeplitz matrices generated by integrable functions on [ − π , ] having some singularities at the origin. Even though a sharp order above approximation is derived in Theorem 2 Lieberman and Phillips (2004, Journal Time Series Analysis, 25(5) 733–753), its proof contains an inaccuracy. In present article, we reinvestigate trace problem rigorously validate 733–753).
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2023
ISSN: ['1467-9892', '0143-9782']
DOI: https://doi.org/10.1111/jtsa.12690