We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We propose a notion of distance between them and prove a weak sense approximation result.
Records of stationary processes and unimodular graphs
A Survey on Limit Theorems for Toeplitz Type Quadratic Functionals of Stationary Processes and Applications
Note on AR(1)-characterisation of stationary processes and model fitting
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