Time series analysis in astronomy : an application to quasar variability studies

Many astrophysical objects can be associated with continuous non-linear stochastic systems. Up to now, however, the signals coming from these systems have been analyzed mainly through linear approaches, such as the power spectrum (PS) and the structure function (SF) techniques, frequently with controversial results. Here, it is shown that in the study of astronomical time series the PS (even in the maximum entropy or CLEAN version) and the SF techniques are often of little use or even misleading, since they do not take into account all the information contained in the data