The analysis of indexed astronomical time series – XII. The statistics of oversampled Fourier spectra of noise plus a single sinusoid
Author(s) -
C. Koen
Publication year - 2015
Publication title -
monthly notices of the royal astronomical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.058
H-Index - 383
eISSN - 1365-8711
pISSN - 0035-8711
DOI - 10.1093/mnras/stv1744
Subject(s) - physics , series (stratigraphy) , noise (video) , gaussian noise , fourier series , maxima , gaussian , statistics , mathematical analysis , algorithm , mathematics , art , paleontology , quantum mechanics , artificial intelligence , performance art , computer science , image (mathematics) , biology , art history
With few exceptions, theoretical studies of periodogram properties focus on pure noise time series. This paper considers the case in which the time series consists of noise together with a single sinusoid, observed at regularly spaced time points. The distribution of the periodogram ordinates in this case is shown to be of exponentially modified Gaussian form. Simulations are used to demonstrate t...
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