A note on quadratic forms of stationary functional time series under mild conditions
نویسندگان
چکیده
منابع مشابه
A note on quadratic forms
We extend an interesting theorem of Yuan [12] for two quadratic forms to three matrices. Let C1, C2, C3 be three symmetric matrices in <n×n , if max{xT C1x, xT C2x, xT C3x} ≥ 0 for all x ∈ <n , it is proved that there exist ti ≥ 0 (i = 1, 2, 3) such that ∑3 i=1 ti = 1 and ∑3 i=1 ti Ci has at most one negative eigenvalue.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2020
ISSN: 0304-4149
DOI: 10.1016/j.spa.2019.12.002