We study the stability of estimated linear statistical relations of global mean temperature and global mean sea level with regard to data revisions. Using four different model specifications proposed in the literature, we compare coefficient estimates and long-term sea level projections using...

We study the stability of the estimated statistical relation of global mean temperature and global mean sea-level with regard to data revisions. Using three different model specifications proposed in the literature, we compare coefficient estimates and forecasts using two different vintages of...

We study the simultaneous occurrence of long memory and nonlinear effects, such as structural breaks and thresholds, in autoregressive moving average (ARMA) time series models and apply our modeling framework to series of daily realized volatility. Asymptotic theory for the quasi-maximum...