Time Series Analysis of Unequally Spaced Data: Intercomparison Between Estimators of the Power Spectrum
V. V. Vityazev · 1997
Abstract. It is shown that the likeness of the periodogram and the LSspectrum (both estimators of the power spectrum are widely used in the spectral analysis of time series), depends on the properties of the spectral window W (ω) corresponding to the distribution of time points. The main results are: a) all the estimators evaluated at frequency ω are identical if W (2ω) = 0; b) the Schuster periodogram differs from the LS-spectra at the frequencies ω =ˆωk/2, where ˆωk are the frequencies at which the spectral window has large side peaks due to irregular distribution of time points. Two examples for situations typical in astronomy illustrate these conclusions. 1.