Remarks on invariance principle for one-parametric recursive residuals

DOI10.33048/semi.2021.18.081zbMath1476.62153OpenAlexW3213482400MaRDI QIDQ2058305

Artyom P. Kovalevskii, Anastasiya D. Shelepova, Aleksandr Ivanovich Sakhanenko

Publication date: 8 December 2021

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2021.18.081

zbMATH Keywords

weak convergenceWiener processlinear regressionrecursive residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Uses Software

• strucchange

Cites Work

• Invariance principles for recursive residuals
• Limit processes for sequences of partial sums of regression residuals
• A functional central limit theorem for regression models
• Moment inequalities and the strong laws of large numbers
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