An approximate fractional Gaussian noise model with O(n) computational cost

Careful prior specification avoids incautious inference for log-Gaussian Cox point processes

(2018) Sigrunn H. S⊘rbye et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS

A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980

(2017) Timothy Graves et al.   Entropy

Fractional Gaussian noise: Prior specification and model comparison

(2017) Sigrunn Holbek Sørbye et al.   ENVIRONMETRICS

Long-Range Persistence in Global Surface Temperatures Explained by Linear Multibox Energy Balance Models

(2017) Hege-Beate Fredriksen et al.   JOURNAL OF CLIMATE

Long memory, fractional integration, and cross-sectional aggregation

(2017) Niels Haldrup et al.   JOURNAL OF ECONOMETRICS

Penalising Model Component Complexity: A Principled, Practical Approach to Constructing Priors

(2017) Daniel Simpson et al.   STATISTICAL SCIENCE

Long-Memory Effects in Linear Response Models of Earth’s Temperature and Implications for Future Global Warming

(2014) Martin Rypdal et al.   JOURNAL OF CLIMATE

A FAST FRACTIONAL DIFFERENCE ALGORITHM

(2014) Andreas Noack Jensen et al.   JOURNAL OF TIME SERIES ANALYSIS

WHY FARIMA MODELS ARE BRITTLE

(2013) D. VEITCH et al.   FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

Scaling intrinsic Gaussian Markov random field priors in spatial modelling

(2013) Sigrunn Holbek Sørbye et al.   Spatial Statistics

Nonlinear Trends, Long-Range Dependence, and Climate Noise Properties of Surface Temperature

(2012) Christian Franzke   JOURNAL OF CLIMATE

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

(2011) Finn Lindgren et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

From short to long memory: Aggregation and estimation

(2009) Jan Beran et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations

(2009) Håvard Rue et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY