Continuous-time state-space methods for delta-O-18 and delta-C-13 (opens in new tab)
Time series analysis of d18O and d13C from benthic foraminifera for paleoclimatology poses significant challenges. The data span tens of millions of years, with sparse early records, dense later ones, uneven time stamps, and occasional multiples. These time series are largely non-stationary, exhibiting temporary, varying trends. We propose a continuous-time state space framework that handles these irregularities effectively. Univariate signa...
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