Efficient Bayesian inference for natural time series using ARFIMA processes
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the dete...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2015-11-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/22/679/2015/npg-22-679-2015.pdf |