Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...

This is a preview. Log in through your library . Abstract The Hermitian positive definite solutions of the matrix equation X — A*X⁻² A = I are studied. A theorem for existence of solutions is given ...

A new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels. The new estimators are shown to be higher-order accurate when ...