scientific article; zbMATH DE number 1301720

MaRDI QIDQ4246933zbMATH OpenFDO

Authors

Publication date 16 June 1999

zbMATH Keywords

residualsmultiple linear regressionBernstein inequalityBrownian bridgereordered residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Recommendations

• On residual empirical processes of stochastic regression models with applications to time series
• On the residuals of autoregressive processes and polynomial regression
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS

Cited in

(10)

• Spatial residual processes and boundary detection
• A property of partial sums of regression least squares residuals and its applications
• THE SIGN TEST FOR STOCHASTIC PROCESSES
• A limit process for a sequence of partial sums of residuals of a simple regression on order statistics with Markov-modulated noise
• The empirical process of residuals from an inverse regression
• Asymptotics of sums of regression residuals under multiple ordering of regressors
• scientific article; zbMATH DE number 482619 (Why is no real title available?)
• On detecting alternatives by one-parametric recursive residuals
• Parametric estimation for a simple branching diffusion process
• Empirical process based on the recursive residuals in functional measurement error models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4246933)