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

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

Jan 2009

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2009mnras.392..190k&link_type=abstract

Monthly Notices of the Royal Astronomical Society, Volume 392, Issue 1, pp. 190-204.

Astronomy and Astrophysics

Astronomy

3

Methods: Statistical, Stars: Oscillations

Scientific paper

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.

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