Statistical tests for changes in the amplitude, frequency or phase of a sinusoidal variation
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Date
2009
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Oxford University Press
Abstract
The problem considered is that of testing for small changes over time in the properties of
a sinusoidal signal contaminated by noise. Two test statistics are proposed. The first is a
frequency domain statistic based on the spectrum of the data, while the second is a time
domain statistic due to Nyblom. Power studies are used to show that the Nyblom statistic is
generally the better. The form of the Nyblom statistic appropriate for phase-change tests also
performs well in testing for frequency changes.
Description
Keywords
Methods: statistical, Stars: oscillations
Citation
Koen, C. (2009). Statistical tests for changes in the amplitude, frequency or phase of a sinusoidal variation. Monthly Notices of the Royal Astronomical Society, 392: 190–204