Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151887 | Statistics & Probability Letters | 2014 | 10 Pages |
Abstract
We consider the residual empirical process in random design regression with long memory. We establish its limiting behaviour, showing that its rates of convergence are different from the rates of convergence for the empirical process based on (unobserved) errors.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Paweł Lorek, Rafał Kulik,