The limit of the partial sums process of spatial least squares residuals
From the abstract: We establish a functional central limit theorem for a sequence of least squares residuals of spatial data from a linear regression model. Under mild assumptions on the model we explicitly determine the limit process in the case where the assumed linear model is true. We recognize the structure of the limit process: it is a projection of the Brownian sheet onto a certain subspace of the reproducing kernel Hilbert space of the Brownian sheet. Several examples are discussed.
scientific article; zbMATH DE number 5632781