We consider spline regression with fractional residuals and an unknown number of knots. An information criterion that allows for consistent estimation of the number of knots is introduced, with residuals being of FARIMA (long memory, short memory, antipersistence) or Hermite type (long memory). Asymptotic results are derived. Simulations illustrate finite sample properties. The method is applied to data examples from neurobiology.
Keywords: Spline regression; Fractional residuals; Information criteria
Biography: PhD student at the University of Konstanz (Germany) since 2008. Studied mathematics at the University of Marburg (Germany, master's degree in 2007) and statistics at Stellenbosch University (South Africa, bachelor's degree in 2005).