Mukherjee, K.; Shumway, R. H.; Verosub, K. L. On the alignment of multiple time series fragments. (English) Zbl 1132.62070 Biometrika 94, No. 2, 347-358 (2007). Summary: We consider a local least-squares criterion for aligning multiple time series fragments differing by locations and show the consistency of the time-lag estimator and the asymptotic normality of the location estimator. We apply the criterion to the problem of aligning 50 glacial varve fragments and construct a 3000-year surrogate for global temperature. MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62P12 Applications of statistics to environmental and related topics 62F12 Asymptotic properties of parametric estimators 86A10 Meteorology and atmospheric physics Keywords:aligning time series; asymptotics; global warming; lag estimator; local least-squares; varve chronology PDF BibTeX XML Cite \textit{K. Mukherjee} et al., Biometrika 94, No. 2, 347--358 (2007; Zbl 1132.62070) Full Text: DOI Link OpenURL