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Estimation of the coherence time of stochastic oscillations from modest samples
(Oxford University Press, 2012)
‘Quasi-periodic’ or ‘solar-like’ oscillations can be described by three parameters – a characteristic
frequency, a coherence time (or ‘quality factor’) and the variance of the random
driving process. This paper is concerned ...
Statistical tests for changes in the amplitude, frequency or phase of a sinusoidal variation
(Oxford University Press, 2009)
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 ...