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20112019
most citedA brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA

135 citations · 186 across the 5 of their papers we have counts for

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physics.data-an2013

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…