๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the residuals of autoregressive processes and polynomial regression

โœ Scribed by R.J. Kulperger


Book ID
107950249
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
338 KB
Volume
21
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On the quantile process based on the aut
โœ Sangyeol Lee ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 437 KB

Let {Xt} be the stationary AR(p) process satisfying the difference equation Xt = ~lXt-i +... + ~pXt-p + ~t, where {~t} is a sequence of lid random variables with mean zero and finite variance. Motivated by a goodness of fit test on the true errors {~t}, we are led to study the asymptotic behavior of

A note on the residual empirical process
โœ Sangyeol Lee ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 242 KB

Suppose that {X,} is the stationary AR(p) process of the form: X, -/,t = fll(Xt.-i -la) + ... + [~t,(X,\_p -I~) + ~:,, where {~:,} is a sequence of i.i.d, random variables with mean zero and finite variance a 2. In this paper, we study the asymptotic behavior of the empirical process computed from t