Mukherjee, Kanchan and Shumway, Robert and Verosub, Kenneth (2007) On the alignment of multiple time series fragments. Biometrika, 94 (2). pp. 347-358. ISSN 1464-3510
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Official URL: http://dx.doi.org/10.1093/biomet/asm023
Abstract
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.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Biometrika |
| Additional Information: | This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Biometrika following peer review. The definitive publisher-authenticated version K. Mukherjee, R. H. Shumway, and K. L. Verosub On the alignment of multiple time series fragments Biometrika 2007 94: 347-358 is available online at: http://biomet.oxfordjournals.org/cgi/content/full/94/2/347 Copyright © 2007 Biometrika Trust |
| Uncontrolled Keywords: | Aligning time series • Asymptotics • Global warming • Lag estimator • Local least-squares • Varve chronology |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics |
| ID Code: | 865 |
| Deposited By: | Dr Kanchan Mukherjee |
| Deposited On: | 20 Dec 2007 11:35 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:25 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/865 |
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