Mamikon S. Ginovyan has been a Professor of Mathematics and Statistics at Boston University since 2004. Before joining Boston University, he served as a Senior Researcher and Deputy Research Director at the Institute of Mathematics of the Armenian Academy of Sciences. He earned both his B.S. and M.S. degrees in Mathematics from Yerevan State University in Armenia and completed his Ph.D. in Mathematics at the St. Petersburg Department of the Steklov Mathematical Institute of the Russian Academy of Sciences. Dr. Ginovyan's research interests include probability and statistics, as well as related areas in harmonic analysis and operator theory. His published work covers a wide range of topics, including limit theorems, estimation and prediction in stationary stochastic models, and problems related to Toeplitz operators and matrices.
Weiterlesen
Zuletzt erschienen
Random Toeplitz Functionals and Their Applications
Mamikon S. Ginovyan
This book presents recent findings on central and non-central limit theorems for Toeplitz and tapered Toeplitz random quadratic functionals of stationary processes, with applications in spectral-based statistical inference. It focuses on Gaussian, orthogonal increment-driven, and Lévy-driven linear stationary processes with memory, in both discrete and continuous time.Toeplitz matrices and operators are central to the study of stationary processes. The covariance matrix of a discrete-time stationary process is a truncated Toeplitz...
