Article ID Journal Published Year Pages File Type
1151887 Statistics & Probability Letters 2014 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,