A limit process for a sequence of partial sums of residuals of a simple regression on order statistics with Markov-modulated noise
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empirical bridgeGaussian processMarkov-modulated noiseorder statisticsregression modelregression residualsweak convergence
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Order statistics; empirical distribution functions (62G30) Linear regression; mixed models (62J05)
Abstract: We consider a simple regression model where a regressor is composed of order statistics and a noise is Markov-modulated. We introduce an empirical bridge of regression residuals and prove its weak convergence to a centered Gaussian process.
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