activity
20142026
most citedHybrid scheme for Brownian semistationary processes

112 citations · 147 across the 20 of their papers we have counts for

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13 papers · 1 filter

stat.AP2026

The kinematics of global warming: Semiparametric analysis of warming level, rate, and acceleration

Mikkel Bennedsen, J. Eduardo Vera-Valdés

We develop a semiparametric kinematic state-space framework for estimating the latent dynamics of global warming from noisy monthly temperature observations. The framework estimate…

stat.AP2026

Auditing the Global Carbon Budget: Exploring the 2024--2025 Vintage Shift

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman

The Global Carbon Budget (GCB), the community reference dataset for the carbon cycle, is reissued annually. The 2025 release introduces several adjustments to the published series…

stat.AP2026

Continuous-time state space analysis of d18O, d13C, and CO2 in the Cenozoic Era

Mikkel Bennedsen, Eric Hillebrand, Kathrine Larsen +2

We develop a continuous-time state-space framework for the joint reconstruction of three Cenozoic climate proxies, benthic foraminiferal d18O and d13C and atmospheric CO2, from irr…

stat.AP2024

The Global Carbon Budget as a cointegrated system

Mikkel Bennedsen, Eric Hillebrand, Morten Ørregaard Nielsen

The Global Carbon Budget, maintained by the Global Carbon Project, summarizes Earth's global carbon cycle through four annual time series beginning in 1959: atmospheric CO conc…

stat.AP2024

A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman

We propose a new statistical reduced complexity climate model. The centerpiece of the model consists of a set of physical equations for the global climate system which we show how…

stat.AP2024

Estimating breakpoints between climate states in the Cenozoic Era

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman +1

This study presents a statistical time-domain approach for identifying transitions between climate states, referred to as breakpoints, using well-established econometric tools. We…

stat.AP2024

Continuous-time state-space methods for d18O and d13C in the Cenozoic Era

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman +2

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 record…

stat.AP2023

Energy, economy, and emissions: A non-linear state space approach to projections

Mikkel Bennedsen, Eric Hillebrand, Jingying Zhou Lykke

We propose a non-linear state-space model to examine the relationship between CO emissions, energy sources, and macroeconomic activity, using data from 1971 to 2019. CO emi…

stat.AP2023★ 1 cited

A Regression-Based Approach to the CO2 Airborne Fraction: Enhancing Statistical Precision and Tackling Zero Emissions

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman

The global fraction of anthropogenically emitted carbon dioxide (CO) that stays in the atmosphere, the CO airborne fraction, has been fluctuating around a constant value ov…

stat.AP2022★ 2 cited

Global temperature projections from a statistical energy balance model using multiple sources of historical data

Mikkel Bennedsen, Eric Hillebrand, Jingying Zhou Lykke

This paper estimates the two-component energy balance model as a linear state space system (EBM-SS model) using historical data. It is a joint model for the temperature in the mixe…

stat.AP2022★ 9 cited

Is there evidence of a trend in the CO2 airborne fraction?

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman

In a paper recently published in this journal, van Marle et al. (van Marle et al., 2022) introduce an interesting new data set for land use and land cover change CO2 emissions (LUL…

stat.AP2019

Designing a statistical procedure for monitoring global carbon dioxide emissions

Mikkel Bennedsen

Following the Paris Agreement of , most countries have agreed to reduce their carbon dioxide (CO) emissions according to individually set Nationally Determined Contributi…

stat.AP2014★ 10 cited

Discretization of Lévy semistationary processes with application to estimation

Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen

Motivated by the construction of the Itô stochastic integral, we consider a step function method to discretize and simulate volatility modulated Lévy semistationary processes. More…