Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
Volume 57, Issue -, Pages 399-418Publisher
WILEY
DOI: 10.1111/j.1467-9876.2008.00623.x
Keywords
compound Poisson-gamma distribution; monotone processes; radiocarbon dating; Tweedie distribution
Categories
Ask authors/readers for more resources
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 (C-14) dating at a subset of depths. We use the process to model the stochastically varying rate of sedimentation.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available