In general, the variance and short-lag autocorrelations of the fluctuations increase in a system approaching a critical transition. Using these indicators, we identify statistical precursor signals for the Dansgaard–Oeschger cooling events recorded in two climatic proxies of three Greenland ice core records. We then provide a dynamical systems theory that bridges the gap between observing statistical precursor signals and the physical precursor signs empirically known in paleoclimate research.