A limit process for a sequence of partial sums of residuals of a simple   regression against order statistics with Markov-modulated noise
  We consider a simple regression model where a regressor is composed of order statistics and a noise is Markov-modulated. We introduce an empirical bridge of regression residuals and prove its weak convergence to a centered Gaussian process. 
Artyom Kovalevskii and Evgeny Shatalin
math.PR