135 citations · 186 across the 5 of their papers we have counts for
5 papers
Spatial trend analysis of gridded temperature data at varying spatial scales
Ola Haug, Thordis L Thorarinsdottir, Sigrunn H Sørbye +1
Classical assessments of trends in gridded temperature data perform independent evaluations across the grid, thus, ignoring spatial correlations in the trend estimates. In particul…
A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA
Timothy Graves, Robert B. Gramacy, Nicholas Watkins +1
Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencin…
Efficient Bayesian inference for long memory processes
Timothy Graves, Robert B. Gramacy, Christian Franzke +1
In forecasting problems it is important to know whether or not recent events represent a regime change (low long-term predictive potential), or rather a local manifestation of long…
Systematic Physics Constrained Parameter Estimation of Stochastic Differential Equations
Daniel Peavoy, Christian L. E. Franzke, Gareth O. Roberts
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constrain…
Robustness of Estimators of Long-Range Dependence and Self-Similarity under non-Gaussianity
Christian L. E. Franzke, Timothy Graves, Nicholas W. Watkins +2
Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both ph…