Eirik Myrvoll-Nilsen

most citedAn approximate fractional Gaussian noise model with

O (n)

computational cost

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stat.ME2026

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…

stat.ME2017★ 1 cited

An approximate fractional Gaussian noise model with $O (n)$ 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…

Bayesian identification of early warning signals for long-range dependent climatic time series

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

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