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September 2014 Change points and temporal dependence in reconstructions of annual temperature: Did Europe experience a Little Ice Age?
Morgan Kelly, Cormac Ó Gráda
Ann. Appl. Stat. 8(3): 1372-1394 (September 2014). DOI: 10.1214/14-AOAS753

Abstract

We analyze the timing and extent of Northern European temperature falls during the Little Ice Age, using standard temperature reconstructions. However, we can find little evidence of temporal dependence or structural breaks in European weather before the twentieth century. Instead, European weather between the fifteenth and nineteenth centuries resembles uncorrelated draws from a distribution with a constant mean (although there are occasional decades of markedly lower summer temperature) and variance, with the same behavior holding more tentatively back to the twelfth century. Our results suggest that observed conditions during the Little Ice Age in Northern Europe are consistent with random climate variability. The existing consensus about apparent cold conditions may stem in part from a Slutsky effect, where smoothing data gives the spurious appearance of irregular oscillations when the underlying time series is white noise.

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Morgan Kelly. Cormac Ó Gráda. "Change points and temporal dependence in reconstructions of annual temperature: Did Europe experience a Little Ice Age?." Ann. Appl. Stat. 8 (3) 1372 - 1394, September 2014. https://doi.org/10.1214/14-AOAS753

Information

Published: September 2014
First available in Project Euclid: 23 October 2014

zbMATH: 1303.86005
MathSciNet: MR3271336
Digital Object Identifier: 10.1214/14-AOAS753

Rights: Copyright © 2014 Institute of Mathematical Statistics

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Vol.8 • No. 3 • September 2014
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