A limit process for a sequence of partial sums of residuals of a simple regression against order statistics with Markov-modulated noise
Kovalevskii, Artyom · Shatalin, Evgeny
Original · EN
We consider a simple regression model where a regressor is composed of order statistics and a noise is Markov-modulated. We introduce an empirical bridge of regression residuals and prove its weak convergence to a centered Gaussian process.
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