18 citations · 39 across the 7 of their papers we have counts for
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stat.ME2016★ 1 cited
Fractional Gaussian noise: Prior specification and model comparison
Sigrunn Holbek Sørbye, Håvard Rue
Fractional Gaussian noise (fGn) is a self-similar stochastic process used to model anti-persistent or persistent dependency structures in observed time series. Properties of the au…
stat.ME2016
Penalised complexity priors for stationary autoregressive processes
Sigrunn Holbek Sørbye, Håvard Rue
The autoregressive process of order (AR()) is a central model in time series analysis. A Bayesian approach requires the user to define a prior distribution for the coefficie…
stat.ME2016★ 6 cited
Bayesian Computing with INLA: A Review
Håvard Rue, Andrea Riebler, Sigrunn H. Sørbye +3
The key operation in Bayesian inference, is to compute high-dimensional integrals. An old approximate technique is the Laplace method or approximation, which dates back to Pierre-…