 A simple monotone process with application to radiocarbon‐dated depth chronologiesJohn Haslett and Andrew Parnell Journal of the Royal Statistical Society Series C, 2008, vol. 57, issue 4, 399-418 Abstract: Summary. We propose a new and simple continuous Markov monotone stochastic process and use it to make inference on a partially observed monotone stochastic process. The process is piecewise linear, based on additive independent gamma increments arriving in a Poisson fashion. An independent increments variation allows very simple conditional simulation of sample paths given known values of the process. We take advantage of a reparameterization involving the Tweedie distribution to provide efficient computation. The motivating problem is the establishment of a chronology for samples taken from lake sediment cores, i.e. the attribution of a set of dates to samples of the core given their depths, knowing that the age–depth relationship is monotone. The chronological information arises from radiocarbon (14C) dating at a subset of depths. We use the process to model the stochastically varying rate of sedimentation. Date: 2008 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:57:y:2008:i:4:p:399-418 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC. |
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