相关论文: Flexible and Scalable Methods for Quantifying Stoc…

Characteristic variability timescales in blazar gamma-ray light curves can provide insight into the physical processes responsible for the gamma-ray variability. The power spectral density (PSD) is capable of revealing such timescales,…

This work develops application techniques for stochastic modelling of Active Galactic Nuclei (AGN) variability as a probe of accretion disk physics. Stochastic models, specifically Continuous Auto-Regressive Moving Average (CARMA) models,…

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to…

Cosmological parameters encoding our understanding of the expansion history of the Universe can be constrained by the accurate estimation of time delays arising in gravitationally lensed systems. We propose TD-CARMA, a Bayesian method to…

We study some general properties of accretion disc variability in the context of stationary random processes. In particular, we are interested in mathematical constraints that can be imposed on the functional form of the Fourier…

Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modeling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form $Y_{n\Delta}, n=0,1,2,...$, where…

We consider high-frequency sampled continuous-time autoregressive moving average (CARMA) models driven by finite-variance zero-mean L\'evy processes. An L^2-consistent estimator for the increments of the driving L\'evy process without order…

Many astrophysical phenomena are time-varying, in the sense that their brightness change over time. In the case of periodic stars, previous approaches assumed that changes in period, amplitude, and phase are well described by either…

Theory of random processes provides an attractive mathematical tool to describe the fluctuating signal from accreting sources, such as active galactic nuclei and Galactic black holes observed in X-rays. These objects exhibit featureless…

The production of artificial light curves with known statistical and variability properties is of great importance in astrophysics. Consolidating the confidence levels during cross-correlation studies, understanding the artefacts induced by…

The light curves of variable stars are commonly described using simple trigonometric models, that make use of the assumption that the model parameters are constant in time. This assumption, however, is often violated, and consequently, time…

We discuss simulation schemes for continuous-time autoregressive moving average (CARMA) processes driven by tempered stable L\'evy noises. CARMA processes are the continuous-time analogue of ARMA processes as well as a generalization of…

LSST is expected to yield ~10^7 light curves over the course of its mission, which will require a concerted effort in automated classification. Stochastic processes provide one means of quantitatively describing variability with the…

Stars exhibit a bewildering variety of variable behaviors ranging from explosive magnetic flares to stochastically changing accretion to periodic pulsations or rotations. The principal LSST surveys will have cadences too sparse and…

A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…

Continuous-time autoregressive moving average (CARMA) process driven by simple semi-L\'evy process has periodically correlated property with many potential application in finance. In this paper, we study on the estimation of the parameters…

Automatic classification methods applied to sky surveys have revolutionized the astronomical target selection process. Most surveys generate a vast amount of time series, or \quotes{lightcurves}, that represent the brightness variability of…

This paper presents light curves and the first systematic characterization of variability of the 106 objects in the Fermi Large Area Telescope (LAT) Bright AGN Sample (LBAS). Weekly light curves obtained during the first 11 months of survey…

We present an outline of the theory of certain L\'evy-driven, multivariate stochastic processes, where the processes are represented by rational transfer functions (Continuous-time AutoRegressive Moving Average or CARMA models) and their…

We analyze X-ray light curves of the blazars Mrk 421, PKS 2155-304, and 3C 273 using observations by the Soft X-ray Telescope on board AstroSat and archival XMM-Newton data. We use light curves of length 30-90 ks each from 3-4 epochs for…