Abstract
This review is essentially a bibliography. In the first part, work done locally on period-finding methods is discussed. Some of the topics referred to are: periodogram significance testing, identification of non-sinusoidal periodicities, and computational shortcuts useful for calculating periodograms of large data sets. A number of aspects of period-finding inγ ray astronomy are briefly mentioned: these include various test statistics for the presence of a periodicity, the influence of oversampling on significance levels, estimation of the pulse shape, and the specification of a flux limit in the case of a non-detection. The second part of the review deals with the analysis of stochastic astronomical time series. Topics dealt with are ARMA modelling, Kalman filtering, problems associated with O-C analyses, and continuous time ARMA modelling. Two aspects of bivariate astronomical time series are touched on, namely time domain transfer function modelling and the estimation of the lag between two irregularly observed series.
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