Randomization Inference of Periodicity in Unequally Spaced Time Series with Application to Exoplanet Detection

Randomization Inference of Periodicity in Unequally Spaced Time Series with Application to Exoplanet Detection

Neyman Seminar
Mar 17, 2021, 04:00 PM - 05:00 PM | On Zoom Evans Hall | Happening As Scheduled
Panos Toulis, University of Chicago

The estimation of periodicity is a fundamental task in many scientific studies. Existing methods rely on assumptions that the observation times have equal or i.i.d. spacings, and that common estimators, such as the periodogram peak, are consistent and asymptotically normal. In practice, however, these assumptions are unrealistic as observation times usually exhibit deterministic patterns ---e.g.,...