Testing for nonlinearity in time series: the method of surrogate data
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- scientific article; zbMATH DE number 3138094 (Why is no real title available?)
- scientific article; zbMATH DE number 3844684 (Why is no real title available?)
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 193149 (Why is no real title available?)
- scientific article; zbMATH DE number 775747 (Why is no real title available?)
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- Oscillation and chaos in physiological control systems
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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- Computational mechanics of molecular systems: quantifying high-dimensional dynamics by distribution of Poincaré recurrence times
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- Estimating intermittency exponent in neutrally stratified atmospheric surface layer flows: A robust framework based on magnitude cumulant and surrogate analyses
- Conditional independence graph for nonlinear time series and its application to international financial markets
- Propagation of periodic and chaotic action potential trains along nerve fibers
- Detecting changes in coupling with Granger causality method from time series with fast transient processes
- Detrended fluctuation analysis of short datasets: An application to fetal cardiac data
- Probing Changes in Neural Interaction During Adaptation
- EVIDENCE CONSISTENT WITH DETERMINISTIC CHAOS IN HUMAN CARDIAC DATA: SURROGATE AND NONLINEAR DYNAMICAL MODELING
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- Some theoretical properties of phase-randomized multivariate surrogates
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