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Hölderian properties of partial sums of regression residuals

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Abstract

In this paper we investigate Hölder convergence of polygonal line process based on residuals of linear regression model. Bootstrap counterpart is also studied. Our results provide additional tools for testing epidemic type structural changes in regression models.

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Authors and Affiliations

  1. Department of Mathematics and Informatics, Vilnius University, Naugarduko 24, 2006, Vilnius, Lithuania

    Alfredas Račckauskas

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  1. Alfredas Račckauskas
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Correspondence to Alfredas Račckauskas.

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Račckauskas, A. Hölderian properties of partial sums of regression residuals. Metrika 63, 191–205 (2006). https://doi.org/10.1007/s00184-005-0011-1

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  • DOI: https://doi.org/10.1007/s00184-005-0011-1

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