Detecting determinism in time series: the method of surrogate data
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Publication:5349654
DOI10.1109/TCSI.2003.811020zbMath1368.62247MaRDI QIDQ5349654
Publication date: 25 August 2017
Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M07: Non-Markovian processes: hypothesis testing
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