The residual process for non-linear regression

DOI10.2307/3213965MaRDI QIDQ3719659zbMATH OpenOpenAlexFDO

Authors Ian MacNeill, Venkata Jandhyala

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

zbMATH Keywords

asymptotic normalityBrowniancovariance kernelfunctions of exponential typeGauss-Newton iterative procedurelimit processes for sequences of partial sumsmotionnon-linear regression residuals

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Gaussian processes (60G15) General nonlinear regression (62J02)

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• Partial sums of lagged cross-products of AR residuals and a test for white noise
• 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 power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• Empirical process of residuals for high-dimensional linear models
• The empirical process of residuals from an inverse regression
• Limit theorems for the maximal residuals in linear and nonlinear regression models
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• Reconstructing nonlinear structure in regression residuals
• ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS

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