Estimation of Correlation Properties
نویسنده
چکیده
The structure function of a random function can be determined in a manner similar to that described in Press, Rybicki & Hewitt (1992) by constructing a histogram of square differences of the measured continuum as a function of time difference and fitting the resulting points with a power law or other parameterized law. However, here we shall use methods based on Bayes theorem that are better motivated and give estimates of the confidence of the fits. We first give a method for estimating parameters of the autocorrelation function, rather than the structure function, since the formulas are simpler. Then we present a similar method for structure functions that is independent of the mean and dispersion of the process, which are frequently poorly constrained by the data.
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