Recent developments in statistical time series analysis: Examples of use in climate research

In this paper we present some recently developed time series analysis methods. Further, we apply these methods to a suite of climatological and synthetic time series. We show what information (or statistical significance) that can be drawn from such time series and which otherwise, i.e. by simpler methods, would be difficult to extract. We conclude by recommending the use of advanced statistical time series analysis for a wide range of applications connected to studies of climate variability and climate change.