Economics at your fingertips  

A new model for explaining long-range correlations in human time interval production

Ana Diniz, João Barreiros and Nuno Crato ()

Computational Statistics & Data Analysis, 2012, vol. 56, issue 6, 1908-1919

Abstract: Time series displaying long-range correlations have been observed in numerous fields, such as biology, psychology, hydrology, and economics, among others. For rhythmic movements such as tapping tasks, the Wing–Kristofferson model offers a decomposition of the inter-response intervals based on a cognitive component and on a motor component. It has been suggested that the cognitive component should be modeled as a long-memory process and the motor component should be treated as a white noise process. Some probabilistic explanations for long-range dependences have been proposed, such as the aggregation of short-memory processes, the renewal-reward processes, and the error-duration processes. A new approach to the Wing–Kristofferson model which provides insights into the origin of long memory based on regime-switching processes is proposed. Under some assumptions, the autocorrelation function and the spectral density function of the model are obtained. Furthermore, an estimator of the parameters based on the maximization of the frequency-domain representation of the likelihood function is proposed. A simulation study evaluating the sample properties of this estimator is performed. Finally, an experimental study involving tapping tasks with two target frequencies is presented.

Keywords: Long memory; Tapping task; Regime switching; Spectral estimation (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Page updated 2019-07-31
Handle: RePEc:eee:csdana:v:56:y:2012:i:6:p:1908-1919