On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
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Publication:2253824
DOI10.1007/s13571-013-0066-3zbMath1305.62318OpenAlexW1987011309MaRDI QIDQ2253824
C. Giovanni Galizia, Julia Rein, Jan Beran, Brian H. Smith, Martin Strauch, Arno Weiershäuser
Publication date: 13 February 2015
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-245949
fractional Brownian motionfractional calculuslong-range dependencespline regressioncalcium imagingolfactionpiecewise polynomial regressionHermite processantipersistence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02) Inference from stochastic processes (62M99)
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