  A key goal of radio and $\gamma-$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.
