A property of partial sums of regression least squares residuals and its applications

DOI10.1016/0378-3758(93)90110-RzbMath0797.62054OpenAlexW2017866374MaRDI QIDQ1329696

Venkata K. Jandhyala

Publication date: 8 September 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90110-r

zbMATH Keywords

Brownian bridgechange pointinterceptlimit processhigher order polynomial regression modelsone-sided changesample path behavior of residual partial sum processessingularity of the Bayes-type statisticstandard linear regression modelsum of the sequence of partial sums of least squares residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Sample path properties (60G17)

Related Items (5)

Detecting a change in the intercept in multiple regression ⋮ Testing for changes in polynomial regression ⋮ Extreme value theory for stochastic integrals of Legendre polynomials ⋮ A functional central limit theorem for regression models ⋮ Inference for single and multiple change-points in time series

Cites Work

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• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• Limit processes for sequences of partial sums of regression residuals
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
• The effect of serial correlation on tests for parameter change at unknown time
• The residual process for non-linear regression
• On Detecting Changes in the Mean of Normal Variates
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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