Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis
全球南北半球气温与共同均值转移：向量均值转移自回归分析
This paper examines local changes in annual temperature data for the northern and southern hemispheres (1850–2017) by using a multivariate generalization of the shifting-meanautoregressive model of González and Teräsvirta (2008). Univariate models are first fitted to each series by using the QuickShift methodology. Full information maximum likelihood estimates of a bivariate system of temperature equations are then obtained and asymptotic properties of the corresponding…