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On the alignment of multiple time series fragments |
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| Authors: | Mukherjee, K. Shumway, R. H. Verosub, K. L. |
| Affiliation: | Department of Mathematical Sciences, The University of Liverpool, Liverpool L69 7ZL, U.K. |
| Abstract: | We consider a local least-squares criterion for aligning multipletime series fragments differing by locations and show the consistencyof the time-lag estimator and the asymptotic normality of thelocation estimator. We apply the criterion to the problem ofaligning 50 glacial varve fragments and construct a 3000-yearsurrogate for global temperature. |
| Keywords: | Aligning time series Asymptotics Global warming Lag estimator Local least-squares Varve chronology |
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