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3 papers
Bayesian identification of early warning signals for long-range dependent climatic time series
Sigrunn H. Sørbye, Eirik Myrvoll-Nilsen, Håvard Rue
Detecting early warning signals in climatic time series is essential for anticipating critical transitions and tipping points. Common statistical indicators include increased varia…
Model-based bias correction for short AR(1) and AR(2) processes
Sigrunn H. Sørbye, Pedro G. Nicolau, Håvard Rue
The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using fre…
An approximate fractional Gaussian noise model with computational cost
Sigrunn H. Sørbye, Eirik Myrvoll-Nilsen, Håvard Rue
Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computatio…