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The Nyquist frequency for irregularly spaced time-series: a calculation formula
Authors:Chris Koen
Institution:Department of Statistics, University of the Western Cape, Private Bag X17, Bellville, 7535 Cape, South Africa
Abstract:Eyer & Bartholdi showed that the Nyquist frequency of irregularly sampled time-series can be very high. In this paper, a calculation formula for the Nyquist frequency is presented. In practice there is an upper limit of 0.5/Δ on this frequency, where Δ is the best accuracy with which time is recorded.
Keywords:methods: statistical
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