On the alignment of multiple time series fragments

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. Copyright 2007, Oxford University Press.

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Year of publication:	2007
Authors:	Mukherjee, K. ; Shumway, R. H. ; Verosub, K. L.
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 94.2007, 2, p. 347-358
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005569409