Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age?

DOI10.1214/14-AOAS753zbMath1303.86005arXiv1411.5471MaRDI QIDQ483988

Cormac Ó. Gráda, Morgan Kelly

Publication date: 17 December 2014

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.5471

zbMATH Keywords

temporal dependenceEuropean Little Ice AgeSlutsky effect

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age?

Uses Software

• tseries
• strucchange
• bcp
• vrtest

Cites Work

• Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age?
• A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable?
• Small sample properties of alternative tests for martingale difference hypothesis
• Testing the martingale difference hypothesis using integrated regression functions
• Spectral based testing of the martingale hypothesis
• On tests for detecting change in mean
• An automatic portmanteau test for serial correlation
• Estimating and Testing Linear Models with Multiple Structural Changes
• A Bayesian Analysis for Change Point Problems

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