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On spline regression under Gaussian subordination with long memory

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127878.pdf
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2010

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http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-127878
DOI (zitierfähiger Link)
https://doi.org/10.1016/j.jmva.2010.09.007
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Journal of Multivariate Analysis. 2010, 102(2), pp. 315-335. Available under: doi: 10.1016/j.jmva.2010.09.007

Zusammenfassung

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.

Zusammenfassung in einer weiteren Sprache

Fachgebiet (DDC)
510 Mathematik

Schlagwörter

Long-range dependence, Hermite rank, Gaussian subordination, Spline regression, Two-phase regression, Change point

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ISO 690BERAN, Jan, Arno WEIERSHÄUSER, 2010. On spline regression under Gaussian subordination with long memory. In: Journal of Multivariate Analysis. 2010, 102(2), pp. 315-335. Available under: doi: 10.1016/j.jmva.2010.09.007
BibTex
@article{Beran2010splin-566,
  year={2010},
  doi={10.1016/j.jmva.2010.09.007},
  title={On spline regression under Gaussian subordination with long memory},
  number={2},
  volume={102},
  journal={Journal of Multivariate Analysis},
  pages={315--335},
  author={Beran, Jan and Weiershäuser, Arno}
}
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