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Fractional Gaussian noise: Prior specification and model comparison
Sigrunn Holbek Sørbye,
Håvard Rue
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Dive into the research topics of 'Fractional Gaussian noise: Prior specification and model comparison'. Together they form a unique fingerprint.
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Keyphrases
Model Comparison
100%
Prior Specification
100%
Fractional Gaussian Noise
100%
Penalized Complexity Prior
50%
AR(1)
50%
Autocorrelation
25%
Divergence
25%
Regression Model
25%
Confounding Effect
25%
Hurst Exponent
25%
Reparameterization
25%
Hyperparameters
25%
Bayes Factor
25%
Linear Trend
25%
Noise Model
25%
First-order Autoregressive Model
25%
Autocovariance
25%
Latent Gaussian Models
25%
Smooth Trend
25%
Stationary Stochastic Process
25%
Dependency Structure
25%
Gaussian Noise Model
25%
Anti-persistent
25%
Mathematics
Gaussian Distribution
100%
Model Comparison
100%
Uniform Prior
40%
Bayesian
20%
Bayesian Model Comparison
20%
Regression Model
20%
Unit Interval
20%
Stationary Stochastic Process
20%
Autocovariance
20%
Order Autoregressive Process
20%
Hurst-Exponent
20%
Confounding
20%
Autocorrelation Coefficient
20%
Engineering
Gaussian White Noise
100%
Gaussian Model
25%
Component Model
25%
Hurst Exponent
25%
Autocorrelation Coefficient
25%
Autocovariance
25%
Earth and Planetary Sciences
Random Noise
100%
Autocorrelation
25%
Time Series
25%
Stochastic Process
25%
Autoregressive Process
25%