{"entities":{"Q1069631":{"pageid":1080383,"ns":120,"title":"Item:Q1069631","lastrevid":69562185,"modified":"2026-04-13T07:51:30Z","type":"item","id":"Q1069631","labels":{"en":{"language":"en","value":"On the residuals of autoregressive processes and polynomial regression"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3936303"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$AFD9DE0B-6472-4E1F-A83F-7EBBB068B80E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9cac991609506e31e9138352b7411d7cde706ce4","datavalue":{"value":{"text":"On the residuals of autoregressive processes and polynomial regression","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1069631$C01D12D7-1F35-4580-9E5F-66260EE20417","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5fe0929692b0ea37debc80e6d882d4aa974907fc","datavalue":{"value":"0584.62144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1069631$CB080CD5-2E11-41B7-A0EC-31FF7E361A10","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"145e5e0ef6e05d414c673b925330fda53455e65d","datavalue":{"value":"10.1016/0304-4149(85)90380-1","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1069631$1E225938-A471-4125-AB04-DCAF3BB6638C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"83acb26c132edffe3503227fdedd09777c685939","datavalue":{"value":{"entity-type":"item","numeric-id":1060191,"id":"Q1060191"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$13EE1015-5600-465C-A079-9AD43A163BED","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$9AC9C5A9-6C3C-4455-96F6-E15E532235F3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3c94df5c9af0ede578c52141befd29044de13172","datavalue":{"value":{"time":"+1985-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1069631$B9215FD9-2767-4A4E-93D2-ABE5BDA75286","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"20472adfa4093276606734f2b9206f0d3c62608e","datavalue":{"value":"The asymptotic behaviour of the residuals obtained from ordinary least squares fitting in autoregression and polynomial regression is investigated. In the autoregressive case the partial sums  \\[  \\hat B_ t^{(n)}=\\sigma^{-1}n^{-1/2}\\sum^{[nt]}_{i=1}{\\hat \\epsilon}_{i,p},\\quad 0\\leq t\\leq 1,  \\]  of the residuals \\({\\hat \\epsilon}{}_{i,n}=X_{i,n}-({\\hat \\beta}_{1,n}X_{i-1}+...+{\\hat \\beta}_{p,n}X_{i-p})\\), \\(i=1,...,n,\\)    converge weakly to the standard Brownian motion \\(B_ t\\). Similarly in the polynomial case, these residual partial sums converge to generalized Brownian bridges.    The author uses the technique of Skorokhod representation. Some applications of this asymptotic representation of the residuals are considered, e.g. parameter estimation based on approximate log likelihood functions of the residuals \\(L_ n(\\vartheta)=\\sum^{n}_{i=1}\\log f({\\hat \\epsilon}_{i,n},\\vartheta)\\), where f(\\(\\cdot,\\vartheta)\\) is the density of \\(\\epsilon_ i\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$7598073A-7B18-4879-917A-B25174316D9A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1069631$B4C181E8-8D21-41A7-BB59-3AF62652E143","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1069631$423E601F-D86C-40F8-9644-1F60B9ED2EBC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"73f30841c1d5ed1ec69889bd08157a1a231f4336","datavalue":{"value":"3936303","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1069631$CD9A5035-6CA1-4132-AF87-71B77EB87BA7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"04b9262ab58487aa00833afaa3d1f5327555620e","datavalue":{"value":"asymptotic behaviour of the residuals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$A11EB6C9-E10C-421A-8E4E-BDBC8AE40D14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"afa9518a2b07ef0bde290e825dddea25c26097c8","datavalue":{"value":"ordinary least squares fitting","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$9CFE362E-1065-4AA8-BD83-4B91706CC947","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a960731c2a7c1f3422582700d09fe29be8909e64","datavalue":{"value":"autoregression","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$365C6748-FD07-45EC-9F47-0BD008B660EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"82d40d231a779a24c40c445b53e357ab37256e79","datavalue":{"value":"polynomial regression","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$5E7D6986-FBA6-44B9-B5D5-687FDB270F95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8614bf31aab7a804d40f47fee75a9a8059d4af5","datavalue":{"value":"Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$EEDDCB88-EDE8-4E70-9979-7430C12F8FFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"179081abcb5394974930649897e0449ab24f4944","datavalue":{"value":"residual partial sums","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$D92BB8DC-255A-469C-9698-26AD7AC4BB55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"76b8a29830c4db3b5df09f3c270a150317d416f3","datavalue":{"value":"generalized Brownian bridges","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$27D83976-A2D4-47BD-99CF-DF27AF90FB17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7827c59c6c54fa0a5db541df64b70078265e6570","datavalue":{"value":"Skorokhod representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$BEFBAFBA-4B26-491D-8BA2-9748BBB7DB3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"52c17c2143a3abc7847585dd8c94b36a087832ee","datavalue":{"value":"asymptotic representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$CA3AFA4C-F15E-4034-9A26-EE22333C24EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"817e45301597af6866d624fead98c533d6db6dcc","datavalue":{"value":"parameter estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$211398C0-D273-4466-9926-476DD8530EC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9bc802f050a2c739bcf0e6fefc6a18bdf7f3e13f","datavalue":{"value":"approximate log likelihood functions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1069631$703340A1-10CF-4D57-A4A3-95CC50333F47","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5bcd4d0ed01316146ac58a3204522c9751ba84c1","datavalue":{"value":{"entity-type":"item","numeric-id":591601,"id":"Q591601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$6E4CB248-BEDA-49C3-8831-DBAE25C8CC8D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$D614E350-840B-4BCC-ACDA-172272E81BB6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"526fff5bb822b87a1c178695a230ead1ac98a3ad","datavalue":{"value":"https://doi.org/10.1016/0304-4149(85)90380-1","type":"string"},"datatype":"url"},"type":"statement","id":"Q1069631$232000B7-03B8-4E60-A704-7E3F638492D0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"53e9e272636430e0df4159bab7d82b81018bf565","datavalue":{"value":"W1980948568","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1069631$D11794A2-B490-44F7-B72D-C2016CAA32B4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac89c6d52a7b4808087c3b5979aefa227f2f15c6","datavalue":{"value":{"entity-type":"item","numeric-id":5560061,"id":"Q5560061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$39F68F79-A0B5-4B56-873B-5E1808806A83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"075eea85824ba3af48311be2f930bf6cc95e4efb","datavalue":{"value":{"entity-type":"item","numeric-id":5563135,"id":"Q5563135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$16DB6A18-FDB3-4C32-9D98-1B2C7C7DEBAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ace5cd6ea1759d9beb019f630da4ff42948f0e9","datavalue":{"value":{"entity-type":"item","numeric-id":4082810,"id":"Q4082810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$8F01E6FA-7BC5-4A40-90E5-9FE88B02E47D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c8222cd033f8a461d5abae2dd1a5d1e48a846eda","datavalue":{"value":{"entity-type":"item","numeric-id":4082864,"id":"Q4082864"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$73D0886A-01CF-4807-9A7F-21249D33FCEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"654ee68b9de6d4ee28d4b9bcf0fd2be4824b1b9c","datavalue":{"value":{"entity-type":"item","numeric-id":3911791,"id":"Q3911791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$42B9BF80-0E3E-43FD-BEB7-F5FDCF667880","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dedc2947ea7e467611849b3e63b534d0ca3860f9","datavalue":{"value":{"entity-type":"item","numeric-id":1245663,"id":"Q1245663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$C29A3562-1871-45E2-A173-771C971750E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0ed8c0c581a5f63ad8d89b3c844d50a2f150d28f","datavalue":{"value":{"entity-type":"item","numeric-id":5545129,"id":"Q5545129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$E21A67BE-4DF2-4F8C-8F85-4898762C6BAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5321086b7af477dbd8c787e948186b1e3d67f02","datavalue":{"value":{"entity-type":"item","numeric-id":5671469,"id":"Q5671469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1069631$10347237-09CA-421B-B634-03EC5B8D9B86","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1626ef0b56bd778d2a07629c10fdb3beabdd2605","datavalue":{"value":{"entity-type":"item","numeric-id":3771451,"id":"Q3771451"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f6d713ed0768094a14b2d5288943914af69039b","datavalue":{"value":{"amount":"+0.8877606987953186","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1069631$B991E28D-79D5-45B3-B474-378B6D0EF4BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ada39356df353a512a0c515a791346e55e0bf6a","datavalue":{"value":{"entity-type":"item","numeric-id":5285831,"id":"Q5285831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4226f17970849dea759d6bce0cf6cdaea245e844","datavalue":{"value":{"amount":"+0.8550357222557068","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1069631$613B7113-7025-42F3-868B-748E80536BBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ad369de7b2ffcc97704961a14292cf3a577abd6","datavalue":{"value":{"entity-type":"item","numeric-id":1807171,"id":"Q1807171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"16cfcb8a38a34022efa1674f28cebe27f3475ea6","datavalue":{"value":{"amount":"+0.8460440039634705","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1069631$DF616C1E-5ED3-42DD-B7A5-C9A5BDBF1871","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06a975903a00b1b4d8ab007f983c599757d4950a","datavalue":{"value":{"entity-type":"item","numeric-id":4431554,"id":"Q4431554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"16cfcb8a38a34022efa1674f28cebe27f3475ea6","datavalue":{"value":{"amount":"+0.8460440039634705","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1069631$C230C65B-CF84-4C82-9522-5F3C7DC7A5E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aaf90ee5b8703fec983c575da7d10ba833c90f28","datavalue":{"value":{"entity-type":"item","numeric-id":1380552,"id":"Q1380552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f234ed3a048bcffe1b31b561828a928ebc7794d5","datavalue":{"value":{"amount":"+0.8209813237190247","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1069631$965931D2-5136-4587-8E03-4065E19258D1","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the residuals of autoregressive processes and polynomial regression","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_residuals_of_autoregressive_processes_and_polynomial_regression"}}}}}