The residual process for non-linear regression
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Publication:3719659
DOI10.2307/3213965zbMath0591.62057OpenAlexW2332210619MaRDI QIDQ3719659
Venkata K. Jandhyala, Ian B. MacNeill
Publication date: 1985
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213965
asymptotic normalitymotionfunctions of exponential typeBrowniancovariance kernelGauss-Newton iterative procedurelimit processes for sequences of partial sumsnon-linear regression residuals
Gaussian processes (60G15) Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) General nonlinear regression (62J02)
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Distributions of Bayes-type change-point statistics under polynomial regression ⋮ A property of partial sums of regression least squares residuals and its applications ⋮ ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS ⋮ On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. ⋮ Partial sums of lagged cross-products of AR residuals and a test for white noise ⋮ Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
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