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On the alignment of multiple time series fragments. (English) Zbl 1132.62070

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
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