Least-squares frequency analysis of unequally spaced data

@article{Lomb1976LeastsquaresFA,
  title={Least-squares frequency analysis of unequally spaced data},
  author={Nicholas R. Lomb},
  journal={Astrophysics and Space Science},
  year={1976},
  volume={39},
  pages={447-462}
}
  • N. Lomb
  • Published 1 February 1976
  • Geology
  • Astrophysics and Space Science
The statistical properties of least-squares frequency analysis of unequally spaced data are examined. It is shown that, in the least-squares spectrum of gaussian noise, the reduction in the sum of squares at a particular frequency is aX22 variable. The reductions at different frequencies are not independent, as there is a correlation between the height of the spectrum at any two frequencies,f1 andf2, which is equal to the mean height of the spectrum due to a sinusoidal signal of frequencyf1, at… 
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