"An approximate fractional Gaussian noise model with $$\mathcal {O}(n)$$ O ..."

Sigrunn Holbek Sørbye, Eirik Myrvoll-Nilsen, Håvard Rue (2019)

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DOI: 10.1007/S11222-018-9843-1

access: closed

type: Journal Article

metadata version: 2021-10-14

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Sigrunn Holbek Sørbye, Eirik Myrvoll-Nilsen, Håvard Rue:
An approximate fractional Gaussian noise model with $$\mathcal {O}(n)$$ O ( n ) computational cost. Stat. Comput. 29(4): 821-833 (2019)

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