Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method

Multivariate Adaptive Regression Splines

Jerome H. Friedman · The Annals of Statistics · 1991 · 8.1K citations · Full text

Natural Sciences, Biostatistics, Data Analytics +16

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

Engineering, Hydrology, Petroleum Engineering +15

Stochastic Calculus with Respect to Gaussian Processes

Elisa Alòs, Olivier Mazet, David Nualart · The Annals of Probability · 2001 · 551 citations · Full text

Engineering, Mathematics, Physics +11

Numerical solution of SDE through computer experiments

Choice Reviews Online · 1994 · 428 citations

Engineering, Computational Engineering, Computer Engineering +14

CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization

Gerhard‐Wilhelm Weber, İnci Batmaz, Gülser Köksal et al. · Inverse Problems in Science and Engineering · 2011 · 152 citations

Natural Sciences, Biostatistics, Mathematics +14