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On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series. (English) Zbl 1416.62640

Summary: Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process \(Z(T)\). Although \(Z(T)\) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of \(Z(T)\) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.

MSC:

62P12 Applications of statistics to environmental and related topics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G07 Density estimation
62G08 Nonparametric regression and quantile regression
62P10 Applications of statistics to biology and medical sciences; meta analysis

Software:

longmemo
Full Text: DOI

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