ABSTRACT
Band matrices are usually defined as matrices where the top right corner and the bottom left corner elements are zeroes. But there can be other types of banding too. With increasing dimension, the number of non-zero diagonals may be finite or may tend to ∞ $ \infty $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429488436/725f3a92-cccc-4b3b-961a-84021a8d495e/content/inline-math7_1.tif"/> at various rates. This idea of banding is crucial in the estimation of large-dimensional covariance and autocovariance matrices. Banded autocovariance matrices are discussed in Chapter 11.
