The limit of the partial sums process of spatial least squares residuals
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Wolfgang Bischoff & Enkelejd Hashorva & Jürg Hüsler & Frank Miller, 2003. "Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 849-864, December.
- anonymous, 1991. "Fed upgrades functional cost analysis program," Financial Update, Federal Reserve Bank of Atlanta, issue Win, pages 1-2,6.
- Wolfgang Bischoff & Enkelejd Hashorva & Jürg Hüsler & Frank Miller, 2005. "Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 62(1), pages 85-98, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bischoff, W. & Gegg, A., 2011. "Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 281-291, February.
- Wayan Somayasa & Gusti N. Adhi Wibawa & La Hamimu & La Ode Ngkoimani, 2016. "Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2016, pages 1-16, September.
- Enkelejd Hashorva & Yuliya Mishura & Georgiy Shevchenko, 2021. "Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics," Journal of Theoretical Probability, Springer, vol. 34(2), pages 728-754, June.
- Pingjin Deng, 2016. "Asymptotic of Non-Crossings probability of Additive Wiener Fields," Papers 1610.07131, arXiv.org.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Deng, Pingjin, 2017. "Boundary non-crossing probabilities for Slepian process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 28-35.
- Pingjin Deng, 2016. "The boundary non-Crossing probabilities for Slepian process," Papers 1608.01133, arXiv.org.
- Enkelejd Hashorva & Yuliya Mishura & Georgiy Shevchenko, 2021. "Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics," Journal of Theoretical Probability, Springer, vol. 34(2), pages 728-754, June.
- Pingjin Deng, 2016. "Asymptotic of Non-Crossings probability of Additive Wiener Fields," Papers 1610.07131, arXiv.org.
- Qi, Xin & Zhao, Hongyu, 2011. "Some theoretical properties of Silverman's method for Smoothed functional principal component analysis," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 741-767, April.
- Boudou, Alain & Viguier-Pla, Sylvie, 2010. "Relation between unit operators proximity and their associated spectral measures," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1724-1732, December.
- Horst, Ulrich & Scheinkman, Jose A., 2006.
"Equilibria in systems of social interactions,"
Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
- J. Scheinkman & U. Horst, 2003. "Equilibria in Systems of Social Interactions," Princeton Economic Theory Working Papers d5a39039d26e0b08775b915bf, David K. Levine.
- U. Horst & Jose A. Scheinkman, 2010. "Equilibria in Systems of Social Interactions," Levine's Working Paper Archive 506439000000000119, David K. Levine.
- Stein, Noah D. & Parrilo, Pablo A. & Ozdaglar, Asuman, 2011. "Correlated equilibria in continuous games: Characterization and computation," Games and Economic Behavior, Elsevier, vol. 71(2), pages 436-455, March.
- Fasen, Vicky & Fuchs, Florian, 2013. "On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes," Stochastic Processes and their Applications, Elsevier, vol. 123(1), pages 229-273.
- Baeumer, B. & Benson, D.A. & Meerschaert, M.M., 2005. "Advection and dispersion in time and space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 245-262.
- Bellucci, S. & Tiwari, B.N., 2011. "Thermodynamic geometry: Evolution, correlation and phase transition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2074-2086.
- Enkelejd Hashorva, 2010. "Boundary Non-crossings of Brownian Pillow," Journal of Theoretical Probability, Springer, vol. 23(1), pages 193-208, March.
- Egami, Masahiko & Young, Virginia R., 2009. "Optimal reinsurance strategy under fixed cost and delay," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 1015-1034, March.
- Suzuki, Takashi, 2013. "Core and competitive equilibria of a coalitional exchange economy with infinite time horizon," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 234-244.
- Abe, Koji, 2012. "A geometric approach to temptation," Journal of Mathematical Economics, Elsevier, vol. 48(2), pages 92-97.
- Bischoff, Wolfgang & Hashorva, Enkelejd, 2005. "A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend," Statistics & Probability Letters, Elsevier, vol. 74(3), pages 265-271, October.
- Liqun Wang & Klaus Pötzelberger, 2007. "Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries," Methodology and Computing in Applied Probability, Springer, vol. 9(1), pages 21-40, March.
- Shishebor, Z. & Soltani, A.R. & Zamani, A., 2011. "Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes," Journal of Multivariate Analysis, Elsevier, vol. 102(7), pages 1118-1125, August.
- Guerra, Manuel & de Lourdes Centeno, Maria, 2008. "Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 529-539, April.
- Renata Eirini Tsirpitzi & Frank Miller & Carl-Fredrik Burman, 2023. "Robust optimal designs using a model misspecification term," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 781-804, October.
More about this item
Keywords
Spatial least squares residuals Partial sums process Set indexed partial sums Brownian sheet Brownian pillow Bounded variation Riemann-Stieltjes integral;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:100:y:2009:i:10:p:2167-2177. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.