Application of maximum entropy methods to cosinor analysis

Abstract

Abstract In this paper, the authors examine the consequences of the non‐respect of the residuals’ independence assumption for the Cosinor method. The classical F‐test and confidence ellipse are no longer correct in this case. By adopting an autocorrelated noise model they propose a modified F‐test. Residuals are analysed by means of the maximum entropy method. At last the authors investigate the asymptotic property of the robust test.