Testing for nonlinearity in time series: the method of surrogate data

DOI10.1016/0167-2789(92)90102-SzbMath1194.37144OpenAlexW2098746383WikidataQ56689091 ScholiaQ56689091MaRDI QIDQ994938

Bryan Galdrikian, James Theiler, André Longtin, Stephen Eubank, J. Doyne Farmer

Publication date: 13 September 2010

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(92)90102-s

Mathematics Subject Classification ID

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

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