The limit of the partial sums process of spatial least squares residuals (Q1036780)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The limit of the partial sums process of spatial least squares residuals |
scientific article |
Statements
The limit of the partial sums process of spatial least squares residuals (English)
0 references
13 November 2009
0 references
From the abstract: We establish a functional central limit theorem for a sequence of least squares residuals of spatial data from a linear regression model. Under mild assumptions on the model we explicitly determine the limit process in the case where the assumed linear model is true. We recognize the structure of the limit process: it is a projection of the Brownian sheet onto a certain subspace of the reproducing kernel Hilbert space of the Brownian sheet. Several examples are discussed.
0 references
spatial least squares residuals
0 references
partial sums process
0 references
set indexed partial sums
0 references
Brownian sheet
0 references
Brownian pillow
0 references
bounded variation
0 references
Riemann-Stieltjes integral
0 references