Testing for nonlinearity in time series: the method of surrogate data
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Publication:994938
DOI10.1016/0167-2789(92)90102-SzbMATH Open1194.37144OpenAlexW2098746383WikidataQ56689091 ScholiaQ56689091MaRDI QIDQ994938FDOQ994938
Authors: James Theiler, Stephen Eubank, A. Longtin, Bryan Galdrikian, 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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)
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