Using simulations and data to evaluate mean sensitivity ($\zeta$) as a useful statistic in dendrochronology (2013)
AUTHORS:
Bunn Andrew G.,
Jansma Esther,
Korpela Mikko
,
Westfall Robert D.,
Baldwin James
JOURNAL:
Dendrochronologia
VOLUME:
31
PAGES:
250--254
URL:
http://dx.doi.org/10.1016/j.dendro.2013.01.004
@article{ Bunn2013, author = "Bunn, Andrew G. and Jansma, Esther and Korpela, Mikko and Westfall, Robert D. and Baldwin, James", juforank = "1", doi = "10.1016/j.dendro.2013.01.004", responsibleauthor = "Korpela, Mikko", language = "eng", title = "Using simulations and data to evaluate mean sensitivity ($\zeta$) as a useful statistic in dendrochronology", url = "http://dx.doi.org/10.1016/j.dendro.2013.01.004", country = "Germany", journal = "Dendrochronologia", issn = "1125-7865", number = "3", abstract = "Mean sensitivity ($\zeta$) continues to be used in dendrochronology despite a literature that shows it to be of questionable value in describing the properties of a time series. We simulate first-order autoregressive models with known parameters and show that $\zeta$ is a function of variance and autocorrelation of a time series. We then use 500 random tree-ring data sets with unknown parameters and show that $\zeta$ is at best equivalent to the standard deviation of a time series in cases without high autocorrelation and is an inefficient estimator of the coefficient of variation. It is hard to justify the use of $\zeta$ as a useful, descriptive statistic in dendrochronology on theoretical or empirical grounds. It is better to make a thorough evaluation of the time series properties of a data set and we suggest various avenues for doing so including some that are maybe unfamiliar to most dendrochronologists including generalized autoregressive conditional heteroscedasticity (GARCH) models.", volume = "31", flags = "ALGODAN HIIT", il = "yes", year = "2013", keywords = "time-series model, autocorrelation", unitcode = "T306 - 99. T312 - 1", kay = "NA", impactfactor = "A1", pages = "250--254" }