partial sums processes
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Author(s):  
Wayan Somayasa ◽  
Gusti N. Adhi Wibawa ◽  
La Hamimu ◽  
La Ode Ngkoimani

We establish an asymptotic approach for checking the appropriateness of an assumed multivariate spatial regression model by considering the set-indexed partial sums process of the least squares residuals of the vector of observations. In this work, we assume that the components of the observation, whose mean is generated by a certain basis, are correlated. By this reason we need more effort in deriving the results. To get the limit process we apply the multivariate analog of the well-known Prohorov’s theorem. To test the hypothesis we define tests which are given by Kolmogorov-Smirnov (KS) and Cramér-von Mises (CvM) functionals of the partial sums processes. The calibration of the probability distribution of the tests is conducted by proposing bootstrap resampling technique based on the residuals. We studied the finite sample size performance of the KS and CvM tests by simulation. The application of the proposed test procedure to real data is also discussed.



2013 ◽  
Vol 55 (4) ◽  
pp. 1121-1143 ◽  
Author(s):  
Sergio Alvarez-Andrade ◽  
Salim Bouzebda


2007 ◽  
Vol 12 (1) ◽  
pp. 65-75 ◽  
Author(s):  
A. Laukaitis

In this paper wavelet packet bases are used for an estimation of the autoregressive Hilbertian processes operator. We assume that integral operator kernel can have some singular structures and estimate them by projecting functional processes on suitable bases. Linear methods for continuous-time prediction using Hilbert-valued autoregressive processes are compared with the suggested method on simulated data and on real-life data sets. Statistics of residual partial sums processes and Ex poste prediction are used to check the model.



Metrika ◽  
2005 ◽  
Vol 62 (1) ◽  
pp. 85-98 ◽  
Author(s):  
Wolfgang Bischoff ◽  
Enkelejd Hashorva ◽  
Jürg Hüsler ◽  
Frank Miller


2004 ◽  
pp. 489-521 ◽  
Author(s):  
Miklós Csörgő ◽  
Barbara Szyszkowicz ◽  
Qiying Wang


2003 ◽  
Vol 31 (3) ◽  
pp. 1228-1240 ◽  
Author(s):  
Qiying Wu ◽  
Barbara Szyszkowicz ◽  
Mikl�s Cs�rg?




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