A limit process for a sequence of partial sums of residuals of a simple regression on order statistics with Markovmodulated noise

  1. Artyom Kovalevskii
  2. Evgeny Shatalin

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. In the proof we use convergence properties of order statistics.

Download article

This article

Probability and Mathematical Statistics

36, z. 1, 2016

Pages from 113 to 120

Other articles by author

Google Scholar

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout