Statistics of the Chi-Square Type, with Application to the Analysis of Multiple Time-Series Power Spectra

We present the results of the \textit{Fermi}-LAT 10-years-long light curves (LCs) modeling of selected blazars: six flat spectrum radio quasars (FSRQs) and five BL Lacertae (BL Lacs), examined in 7-, 10-, and 14-day binning. The LCs and power spectral densities (PSDs) were investigated with various methods: Fourier transform, Lomb-Scargle periodogram (LSP), wavelet scalogram, autoregressive moving average (ARMA) process, continuous-time ARMA (CARMA), Hurst exponent ($H$), and...

Transient phenomena are interesting and potentially highly revealing of details about the processes under observation and study that could otherwise go unnoticed. It is therefore important to maximize the sensitivity of the method used to identify such events. In this article, we present a general procedure based on the use of the likelihood function for identifying transients which is particularly suited for real-time applications because it requires no grouping or pre-proce...

Distributions exhibiting fat tails occur frequently in many different areas of science. A dynamical reason for fat tails can be a so-called superstatistics, where one has a superposition of local Gaussians whose variance fluctuates on a rather large spatio-temporal scale. After briefly reviewing this concept, we explore in more detail a class of superstatistics that hasn't been subject of many investigations so far, namely superstatistics for which a suitable power beta^eta o...

We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the chi^2-minima of the individual data sets are very low or when several parameters are fitted to a large number of data points. In particular, it avoids the problem that a possible disagreement between data sets becomes diluted by data points which are insensitive to the crucial parameters. A formal derivation o...

We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modeled with a simple power-law power spectral density. This implementation builds on published methods, we introduce a number of improvements in the normalization of the cross-correlation function estimate and a bootstrap method for estimating the significance of the cross-correlations. A cl...

We examine the properties of an excess power method to detect gravitational waves in interferometric detector data. This method is designed to detect short-duration (< 0.5 s) burst signals of unknown waveform, such as those from supernovae or black hole mergers. If only the bursts' duration and frequency band are known, the method is an optimal detection strategy in both Bayesian and frequentist senses. It consists of summing the data power over the known time interval and fr...

As an old and widely used tool, it is still possible to find new insights and applications from Fast Fourier Transform (FFT)-based analyses. The FFT is frequently used to generate the Power Spectral Density (PSD) function, by squaring the spectral components that have been corrected for influence from the instrument that generated the data. Although better than a raw-data spectrum, by removing influence of the instrument transfer function, the PSD is still of limited value fo...

Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of a weighted histogram are considered as a sum of random variables with a random number of terms. Generalizations of the classical chi-square test for comparing weighted histograms was proposed. Numerical examples illustrate an application of...

A method of radio frequency interference (RFI) suppression in radio astronomy spectral observations is described based on the analysis of the probability distribution of an instantaneous spectrum. This method allows the separation of the gaussian component due to the natural radio source and the non-gaussian RFI signal. Examples are presented in the form of %computer simulations of this method of RFI suppression and of WSRT observations with this method applied. The applicati...

The three cardinal, statistically consistent, families of non-parametric estimators to the power spectral density of a time series are lag-window, multitaper and Welch estimators. However, when estimating power spectral densities from a finite sample each can be subject to non-ignorable bias. Astfalck et al. (2024) developed a method that offers significant bias reduction for finite samples for Welch's estimator, which this article extends to the larger family of quadratic es...