An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost |
scientific article |
Statements
An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (English)
0 references
18 October 2019
0 references
autoregressive process
0 references
Gaussian Markov random field
0 references
integrated nested Laplace approximation
0 references
long-range dependence
0 references
Toeplitz matrix
0 references
0 references
0 references
0 references
