Statistical properties of Fourier-based time-lag estimates [IMA]

http://arxiv.org/abs/1604.01726


Context: The study of X-ray time-lag spectra in AGN is currently an active research area, as it has the potential to illuminate the physics and geometry of the innermost region (i.e. close to the putative super-massive black hole) in these objects. In order to obtain reliable information from these studies, the statistical properties of time-lags estimated from data must be known as accurately as possible.
Aims: We investigated the statistical properties of Fourier-based time-lag estimates (i.e. based on the cross-periodogram), using evenly sampled time series with no missing points. Our aim is to provide practical “guidelines” on estimating time-lags which are minimally biased (i.e. whose mean is close to their intrinsic value) and have known errors.
Methods: Our investigation is based on both analytical work and extensive numerical simulations. The latter consisted of generating artificial time series with various signal-to-noise ratios and sampling patterns/durations similar to those offered by AGN observations with present and past X-ray satellites. We also considered a range of different model time-lag spectra commonly assumed in X-ray analyses of compact accreting systems.
Results: Discrete sampling, binning and finite light curve duration cause the mean of the time-lag estimates to have a smaller magnitude than their intrinsic values. Smoothing (i.e. binning over consecutive frequencies) of the cross-periodogram can add extra bias at low frequencies. The use of light curves with low signal-to-noise ratio reduces the intrinsic coherence, and can introduce a bias to the sample coherence, time-lag estimates, and their predicted error.

Read this paper on arXiv…

A. Epitropakis and I. Papadakis
Thu, 7 Apr 16
34/51

Comments: Accepted for publication in A&A