Csörgő, Miklós; Martsynyuk, Yuliya V. - In: Stochastic Processes and their Applications 121 (2011) 12, pp. 2925-2953
Based on an R2-valued random sample {(yi,xi),1≤i≤n} on the simple linear regression model yi=xiβ+α+εi with unknown error variables εi, least squares processes (LSPs) are introduced in D[0,1] for the unknown slope β and intercept α, as well as for the unknown β when α=0. These LSPs...
