The analysis of indexed astronomical time-series - VIII. Cross-correlating noisy autoregressive series

Details The analysis of indexed astronomical time-series - VIII. Cross-correlating noisy autoregressive series The analysis of indexed astronomical time-series - VIII. Cross-correlating noisy autoregressive series

Sep 2003

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2003mnras.344..798k&link_type=abstract

Monthly Notices of the Royal Astronomical Society, Volume 344, Issue 3, pp. 798-808.

Astronomy and Astrophysics

Astronomy

2

Methods: Data Analysis, Methods: Statistical

Scientific paper

Two first-order autoregressive time-series are observed subject to considerable measurement error. One time-series is a scaled, lagged version of the other. The properties of the cross-correlation function between the two series are studied. Simulation results show that the sample cross-correlation function is biased substantially downward for sample sizes of even a few hundred. The theoretical derivations are applied to simultaneous optical and X-ray observations of the low-mass X-ray binary LMC X-2. It appears that the lag of maximum cross-correlation between the two sets of observations varied over a range of more than 30 s during the 1.22 h of data analysed here.

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