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On the alignment of multiple time series fragments.

By Kanchan Mukherjee, Robert Shumway and Kenneth Verosub


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

Year: 2007
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Provided by: Lancaster E-Prints

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