• 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