Paleoclimate proxy data cover large sections of the Earth's past dynamics and hold information that is crucial to improve climate models on timescales from decades to millennia. The heterogeneous origins of the proxy data e.g. from marine or terrestrial archives, biologically growing or proxies resulting from (inorganic) sedimentation processes amplify reconstruction uncertainty due to proxy specific challenges such as record sparsity, age uncertainty and sampling time irregularity. The attribution of proxy variability to different climate parameters, such as temperature or precipitation is necessary for most model-data intercomparisons. This is, however, complicated by the time-scale dependent and mostly unknown signal-to-noise ratio and underdeterminacy and short overlapping periods in the calibration to modern-day data. We investigate the agreement between terrestrial paleoclimate proxy records in Asia using linear and nonlinear time series analysis methods to identify potential archive-dependent biases and local vs. regional climate variability. While a single archive or proxy is unlikely to capture climate variability sufficiently well in time and space, we aim to identify archive-proxy combinations that improve the representation of annual to centennial timescales and separate temperature from precipitation variability.