Geodesic
Stability of the partial sum process of residuals in a multiple linear regression model
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 10 (2013), pp. 727-732

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We discuss a refinement of the MacNeill's result (1978) on limit behavior of the so-called residual process of a linear regression model. We study stability of the process with respect to $L_2$-variations of the regressor. As an example, we consider the case when the regressor is a smooth function of the variational series based on $n$ identically distributed observations not necessarily independent.
Keywords: linear regression, random regressor, residual process, least-square estimator, variational series. 
@article{SEMR_2013_10_a23,
     author = {I. S. Borisov},
     title = {Stability of the partial sum process of residuals in a multiple linear regression model},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {727--732},
     publisher = {mathdoc},
     volume = {10},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2013_10_a23/}
}
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I. S. Borisov. Stability of the partial sum process of residuals in a multiple linear regression model. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 10 (2013), pp. 727-732. http://geodesic.mathdoc.fr/item/SEMR_2013_10_a23/