scientific article; zbMATH DE number 970186
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Publication:5688314
zbMath0866.62056MaRDI QIDQ5688314
Publication date: 11 March 1997
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conditioningsufficient statisticcomposite hypothesissimple hypothesisfalse rejection ratemethod of surrogate dataapproximating stationary Gaussian circular processesstationary Gaussian AR(1) processstationary Gaussian circular processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)
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TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain ⋮ Phase randomisation: numerical study of higher cumulants behaviour. ⋮ Surrogate Data — A Qualitative and Quantitative Analysis
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