In this paper, we study how sea surface temperature variations in the North Atlantic and the Norwegian Sea are correlated with the climate in the Northern Hemisphere in late Holocene. The analysis is performed by testing statistical hypotheses through novel scale space methodologies. In late Holocene, the proposed techniques reveal that the climate development in the subpolar North Atlantic has been incoherent with the development in the Norwegian Sea and the Northern Hemisphere. A prominent discrepancy between the three analyzed series is identified for the periods associated with the Medieval Warm Period and the Little Ice Age. A divergence between the oceanic series and the global Northern Hemisphere temperature estimate detected in the twentieth century is in line with the inferred imprint of recent climate change which suggests accentuated warming, in particular over continental regions. Overall, the results obtained by scale space analysis underscore the significance of the northern North Atlantic in shaping the climate globally, mainly through changes in the strength and structure of the Atlantic meridional overturning circulation.