On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data

Abstract

Motivated by the analysis of glomerular time series extracted from calcium-imaging data, asymptotic theory for piecewise polynomial and spline regression with partially free knots and residuals exhibiting three types of dependence structures (long memory, short memory and anti-persistence) is considered. Unified formulas based on fractional calculus are derived for subordinated residual processes in the domain of attraction of a Hermite process. The results are applied to testing for the effect of a neurotransmitter on the response of olfactory neurons in honeybees to odorant stimuli.