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Cross-Analyzing Radio and $γ$-Ray Time Series Data: Fermi Marries Jansky

A key goal of radio and $γ-$ray observations of active galactic nuclei is to characterize their time variability in order to elucidate physical processes responsible for the radiation. I describe algorithms for relevant time series analysis tools -- correlation functions, Fourier and wavelet amplitude and phase spectra, structure functions, and time-frequency distributions, all for arbitrary data modes and sampling schemes. For example radio measurements can be cross-analyzed with data streams consisting of time-tagged gamma-ray photons. Underlying these methods is the Bayesian block scheme, useful in its own right to characterize local structure in the light curves, and also prepare raw data for input to the other analysis algorithms. One goal of this presentation is to stimulate discussion of these methods during the workshop.