Assessing the statistical significance of periodogram peaks

By Roman V. Baluev. 2008

246 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/9d273988dc877124cc893215551e8ec0d6d66853

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. M. Zechmeister
2. M. Kürster

In Finance

1. M. Zechmeister
2. M. Kürster

In Statistics and Probability

1. M. Zechmeister
2. M. Kürster

Citations in the corpus

• The generalised Lomb-Scargle periodogram. A new formalism for the floating-mean and Keplerian periodograms (2009, background): “Furthermore Baluev (2008) pointed out that the power definitio Z(ω) = N − 2 3 ln χ20 χ2(ω) as a nonlinear (logarithmic) scale forχ2 has an exponential distribution (similiar toPn) Prob(Z > Zbest) = e −Z = χ2(ω) χ20 (N−3)/2 = Prob(p > pbest).”