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.
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