Geodesic
On detecting alternatives by one-parametric recursive residuals
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 1, pp. 292-308

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We consider a linear regression model with one unknown parameter which is estimated by the least squares method. We suppose that, in reality, the given observations satisfy a close alternative to the linear regression model. We investigate the limiting behaviour of the normalized process of sums of recursive residuals. Such residuals were introduced by Brown, Durbin and Evans (1975) and their sums are a convenient tool for detecting discrepancy between observations and the studied model. In particular, under less restrictive assumptions we generalize a key result from Bischoff (2016).
Keywords: linear regression, recursive residuals, weak convergence, Wiener process, close alternative. 
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     author = {A. I. Sakhanenko},
     title = {On detecting alternatives by one-parametric recursive residuals},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {292--308},
     publisher = {mathdoc},
     volume = {19},
     number = {1},
     year = {2022},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2022_19_1_a18/}
}
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A. I. Sakhanenko. On detecting alternatives by one-parametric recursive residuals. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 1, pp. 292-308. http://geodesic.mathdoc.fr/item/SEMR_2022_19_1_a18/