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Conditions are established under which Fredholmness, Coburn's property and one- or two-sided invertibility are shared by a Toeplitz operator with matrix symbol $G$ and the Toeplitz operator with scalar symbol $\det G$. These results are based on one-sided invertibility criteria for rectangular matrices over appropriate commutative rings and related scalar corona type problems.

We establish connections between Schur parameters of the Schur class operator-valued functions, the corresponding simple conservative realizations, lower triangular Toeplitz matrices, and Kre\u\i n shorted operators. By means of Schur parameters or shorted operators for defect operators of Toeplitz matrices necessary and sufficient conditions for a simple conservative discrete-time system to be controllable/observable and for a completely non-unitary contraction to be completely non-isometric/completely non-co-isometric are obtained. For the Schur problem a characterization of central solution and uniqueness criteria to the solution are given in terms of shorted operators for defect operators of contractive Toeplitz matrices, corresponding to data.

The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the literature. In this paper we provide a survey and unified treatment of the trace approximation problem both for Toeplitz matrices and for operators and describe applications to discrete- and continuous-time stationary processes. The trace approximation problem serves indeed as a tool to study many probabilistic and statistical topics for stationary models. These include central and non-central limit theorems and large deviations of Toeplitz type random quadratic functionals, parametric and nonparametric estimation, prediction of the future value based on the observed past of the process, etc. We review and summarize the known results concerning the trace approximation problem, prove some new results, and provide a number of applications to discrete- and continuous-time stationary time series models with various types of memory structures, such as long memory, anti-persistent and short memory.