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
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
Journal title :
Journal of Multivariate Analysis