On the alignment of multiple time series fragments
K. Mukherjee, R. H. Shumway, Kenneth L. Verosub · Biometrika · 2007
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.