Journal of the Indonesian Mathematical Society
Volume 17 Number 2 (October 2011)

ON SET-INDEXED RESIDUAL PARTIAL SUM LIMIT PROCESS OF SPATIAL LINEAR REGRESSION MODELS

Somayasa, Wayan (Unknown)



Article Info

Publish Date
31 Dec 2011

Abstract

In this paper we derive the limit process of the sequence of set-indexedleast-squares residual partial sum processes of observations obtained form a spatiallinear regression model. For the proof of the result we apply the uniform central limittheorem of Alexander and Pyke (1986) and generalize the geometrical approach ofBischo (2002) and Bischo and Somayasa (2009). It is shown that the limit processis a projection of the set-indexed Brownian sheet onto the reproducing kernel Hilbertspace of this process. For that we dene the projection via Choquet integral of theregression function with respect to the set-indexed Brownian sheet.DOI : http://dx.doi.org/10.22342/jims.17.2.4.73-83

Copyrights © 2011






Journal Info

Abbrev

JIMS

Publisher

Subject

Mathematics

Description

Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their ...