Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?

@inproceedings{Mills2007TimeSM,
  title={Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?},
  author={Terence C. Mills},
  year={2007}
}
The time series properties of the temperature reconstruction of Moberg and co-workers are analysed. It is found that the record appears to exhibit long memory characteristics that can be modelled by an autoregressive fractionally integrated moving average process that is both stationary and mean reverting, so that forecasts will eventually return to a constant underlying level. Recent research has suggested that long memory and shifts in level and trend may be confused with each other, and… CONTINUE READING

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