P

Paleozoic, 335 Parallel computing, 174 Past millennium, 6-8, 15, 22, 159, 161, 169, 195, 218, 220, 230, 252-254, 256-257, 259, 273, 277-279, 327, 336, 363-364, 377, 379

Peaks-over-threshold data, 159-161,

229-232, 235-237, 244-245, 248, 257-259, 261-265, 269-270, 282 Peat-bog core, 29 Per-eye estimation, 152, 366, 377 Persistence model AR(1) process, 33-39, 41-42, 44-60, 62-63, 66, 74-75, 77-78, 81, 83-85, 89-90, 96-97, 101-102, 117-118, 120-128, 131, 136-139, 141, 146-147, 153, 162-163, 166, 169-171, 177, 180, 183, 197-203, 205-206, 209-210, 212, 226, 243, 261, 271, 290-293, 300-301,

303-308, 316-319, 324, 328-329, 333, 340, 349-354, 356-358, 370, 376-377, 393-394

parameter estimation, even spacing, 35, 38, 57-58

parameter estimation, uneven spacing, 37-38, 63

AR(2) process, 39-41, 61, 125-127, 138, 140, 180-181, 216, 329, 394 parameter estimation, 39 AR(p) process, 41, 57, 61, 73, 96, 103-104, 224

127-128, 167, 394 ARFIMA(1, ¿, 0) process, 49, 51-52, 54, 62

53-54, 59, 62-64, 104, 244, 393 ARIMA process, 43, 62, 329 ARMA(p, q) process, 41-42, 44, 47, 54, 58-63, 79, 96, 104, 163 parameter estimation, 58-59, 63 bivariate AR(1) process, 290-293,

bivariate purely random process, 287,

289-290, 292, 328-329 MA(1) process, 329 MA(q) process, 41, 96 purely random process, 34, 37, 39-44, 46, 52, 54, 59, 68-72, 82-83, 92, 95, 99, 116, 129-130, 134, 137, 147, 182-183, 185-186, 197, 208, 215-217, 289-290, 292, 323-325, 328-329, 351, 372 random walk process, 46, 55, 60, 62, 104, 209

SETAR process, 43-44, 61-62, 64 Wiener process, 38, 46 Persistence time, definition, 37 Phase space, 31-32, 384 Phase spectrum, 223

335, 383 Physiological model, 384 Pivot, 94, 106, 171, 194, 253 Pleistocene, 3, 6-7, 9-12, 23, 27, 29-31, 60, 62, 65, 82, 90-91, 106, 145, 148-149, 155, 159-160, 163-164, 173, 186-187, 217-222, 225, 257-258, 277-278, 322, 331, 336, 368-373, 377-379 Pliocene, 6-7, 9, 23, 27, 29, 31, 62, 82, 145,

164, 277, 336 Point process, 238, 248-249, 275 Poisson process, 221-222, 229, 245, 247-265,

275-280, 282, 332 Poland, 274 Pollen, 15, 30, 166, 221

Potsdam, 279

Power law, 45, 47-51, 59, 261-264 Prague, 171, 215, 279 Prais-Winsten procedure, 121-124 Precipitation, 3, 5, 7, 14-16, 20, 22-23,

29-30, 52-53, 61, 106, 163-165, 170, 205-206, 212, 220, 258, 268, 273-275, 277, 328, 331, 363, 390 Prediction, 3, 31, 63, 162, 169-170, 245, 275, 335-336, 339-340, 349, 362-364, 366, 375, 378-379, 390 Prewhitening, 166, 169

Principal Component Analysis, 32, 385, 389 Prior knowledge, 83, 93, 115, 154, 172, 205, 208, 272, 339, 341, 343, 346, 348-358, 361-362, 390, 392, 395 Probability axiomatic approach, 3 Bayesian approach, 26, 29, 165, 173, 176, 272, 384, 390, 392 Probability density function, 6-8, 11, 18, 30, 44, 63, 67, 72-73, 76, 95, 106, 108-109, 225, 229, 236, 238, 241-242, 260, 264-265, 287, 289, 299, 323-324, 326-327, 346, 388, 391 kernel estimation, 30, 44 Probability distribution function empirical, 76, 86, 88, 95, 98, 100, 203, 250-251

theoretical, 76, 88-89, 92, 95, 98-100, 103, 106-107, 162, 166, 202, 216, 224, 233, 235-236, 238-239, 243, 299, 326-327, 330

Probability plot, 241-242, 276 Probability weighted moments, 239-240, 272, 281

Pseudodata, 250-252, 254-259, 332

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