9 papers
The kinematics of global warming: Semiparametric analysis of warming level, rate, and acceleration
Mikkel Bennedsen, J. Eduardo Vera-Valdés
Three features of the global warming process are of central scientific interest: its level, its warming rate, and changes in that warming rate. We develop a semiparametric kinemati…
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…
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…
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…
The Global Carbon Budget as a cointegrated system
Mikkel Bennedsen, Eric Hillebrand, Morten Ãrregaard 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…
To be or not to be: Roughness or long memory in volatility?
Mikkel Bennedsen, Kim Christensen, Peter Christensen
We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum co…