The limit of the partial sums process of spatial least squares residuals (Q1036780)

From MaRDI portal





scientific article; zbMATH DE number 5632781
Language Label Description Also known as
default for all languages
No label defined
    English
    The limit of the partial sums process of spatial least squares residuals
    scientific article; zbMATH DE number 5632781

      Statements

      The limit of the partial sums process of spatial least squares residuals (English)
      0 references
      0 references
      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
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references