APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
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Publication:5297810
DOI10.1142/S0218127406016999zbMath1117.37037MaRDI QIDQ5297810
Tomomichi Nakamura, Michael Small
Publication date: 13 July 2007
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Time series analysis of dynamical systems (37M10)
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On possible origins of trends in financial market price changes ⋮ Parametric investigation of nonlinear fluctuations in a dc glow discharge plasma ⋮ Testing for Linear and Nonlinear Gaussian Processes in Nonstationary Time Series
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- Lyapunov Spectral Analysis on Random Data
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- Simple mathematical models with very complicated dynamics
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