SURROGATE-BASED HYPOTHESIS TEST WITHOUT SURROGATES

DOI10.1142/S0218127404010527MaRDI QIDQ4669148zbMATH OpenOpenAlexFDO

Authors M. Thiel, M. C. Romano, Udo Schwarz, J. Timmer, J. Kurths

Publication date 15 April 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127404010527

zbMATH Keywords

Fourier surrogatesnonlinear time series analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• An attractor in a solar time series
• Deterministic Nonperiodic Flow
• scientific article; zbMATH DE number 3165005 (Why is no real title available?)
• Nonlinear Time Series Analysis
• Surrogate time series.
• Testing for nonlinearity in time series: the method of surrogate data
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects

Cited in

(3)

• Surrogate data for hypothesis testing of physical systems
• A Bayesian surrogate model for rapid time series analysis and application to exoplanet observations
• A wavelet-based method for surrogate data generation

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