The superheterodyne estimators $\smash{G_{55}}$ and $\smash{G_{59}}$. Stochastic canonical equation $\smash{K_{100}}$. The filtering-detector transform. 40 years of MAGIC

Abstract The consistency of the estimators <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:msub> <m:mi>G</m:mi> <m:mn>55</m:mn> </m:msub> </m:math> {G_{55}} and <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:msub> <m:mi>G</m:mi> <m:mn>59</m:mn> </m:msub> </m:math> {G_{59}} for quadratic forms of the regularized inverse covariance matrix is proven.

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Publication Details

Journal
Random Operators and Stochastic Equations
Published
2026-05-27
DOI
https://doi.org/10.1515/rose-2026-3010
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
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article

The superheterodyne estimators $\smash{G_{55}}$ and $\smash{G_{59}}$. Stochastic canonical equation $\smash{K_{100}}$. The filtering-detector transform. 40 years of MAGIC

Vyacheslav L. Girko
Random Operators and Stochastic Equations
Random Matrices and Applications
article

The superheterodyne estimators $\smash{G_{55}}$ and $\smash{G_{59}}$. Stochastic canonical equation $\smash{K_{100}}$. The filtering-detector transform. 40 years of MAGIC

Vyacheslav L. Girko
article en

Abstract

Abstract The consistency of the estimators <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:msub> <m:mi>G</m:mi> <m:mn>55</m:mn> </m:msub> </m:math> {G_{55}} and <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:msub> <m:mi>G</m:mi> <m:mn>59</m:mn> </m:msub> </m:math> {G_{59}} for quadratic forms of the regularized inverse covariance matrix is proven.

Random Operators and Stochastic Equations
Hryhorii Skovoroda University in Pereiaslav (UA)
Openalex Percentile: Top 5%
Random Matrices and Applications
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