Time Series Econometrics by Klaus Neusser

Author:Klaus Neusser
Language: eng
Format: epub, pdf
Publisher: Springer International Publishing

where tr (A′A) denotes the trace of A′A, i.e. the sum of the diagonal elements of A′A, and where are the n eigenvalues of A′A.

The matrix norm has the following properties:

The last property is called submultiplicativity .

A sequence of matrices , , is called absolutely summable if and only if ; the sequence is said to be quadratic summable if and only if . The absolute summability implies the quadratic summability, but not vice versa.

Corollary 10.1.

Absolute summability of is equivalent to the absolute summability of each sequence , , i.e. to exists and is finite.

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.