Statistical tests for changes in the amplitude, frequency or phase of a sinusoidal variation

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dc.contributor.authorKoen, Chris
dc.date.accessioned2013-10-20T19:59:44Z
dc.date.available2013-10-20T19:59:44Z
dc.date.issued2009
dc.description.abstractThe 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.en_US
dc.description.accreditationWeb of Scienceen_US
dc.identifier.citationKoen, C. (2009). Statistical tests for changes in the amplitude, frequency or phase of a sinusoidal variation. Monthly Notices of the Royal Astronomical Society, 392: 190–204en_US
dc.identifier.issn0035-8711
dc.identifier.urihttp://hdl.handle.net/10566/773
dc.language.isoenen_US
dc.privacy.showsubmitterfalse
dc.publisherOxford University Pressen_US
dc.rights© 2009 copyright Oxford University Press. This file may be freely used for educational purposes, as long as it is not altered in any way. Acknowledgement of the authors and the source is required.
dc.source.urihttp://dx.doi.org/10.1111/j.1365-2966.2008.14017.x
dc.status.ispeerreviewedtrue
dc.subjectMethods: statisticalen_US
dc.subjectStars: oscillationsen_US
dc.titleStatistical tests for changes in the amplitude, frequency or phase of a sinusoidal variationen_US
dc.typeArticleen_US

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