Hölderian properties of partial sums of regression residuals |
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| Authors: | Račckauskas Alfredas |
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| Institution: | (1) Department of Mathematics and Informatics, Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania |
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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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