Title of article
On spline regression under Gaussian subordination with long memory
Author/Authors
Beran، نويسنده , , Jan and Weiershنuser، نويسنده , , Arno، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
21
From page
315
To page
335
Abstract
Motivated by an example from neurobiology, we consider estimation in a spline regression model with long-range dependent errors that are generated by Gaussian subordination. Consistency and the asymptotic distribution are derived for general Hermite ranks. Simulations illustrate the asymptotic results and finite sample properties. The method is applied to optical measurements of calcium concentration in the antennal lobe of honey bees used in the study of olfactory patterns.
Keywords
long-range dependence , Gaussian subordination , Spline regression , Two-phase regression , Hermite rank , Change point
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565550
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