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 ...

In this paper we treat the two-variable positive extension problem for trigonometric polynomials where the extension is required to be the reciprocal of the absolute value squared of a stable ...

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 ...