Abstract
The theory of low-order linear stochastic differential equations is reviewed. Solutions to these equations give the continuous time analogues of discrete time autoregressive time-series. Explicit forms for the power spectra and covariance functions of first- and second-order forms are given. A conceptually simple method is described for fitting continuous time autoregressive models to data. Formulae giving the standard errors of the parameter estimates are derived. Simulated data are used to verify the performance of the methods. Irregularly spaced observations of the two hydrogen-deficient stars FQ Aqr and NO Ser are analysed. In the case of FQ Aqr the best-fitting model is of second order, and describes a quasi-periodicity of about 20 d with an e-folding time of 3.7 d. The NO Ser data are best fitted by a first-order model with an e-folding time of 7.2 d.
Published Version (
Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
