Detecting nonlinearity in multivariate time series

DOI10.1016/0375-9601(96)00116-8zbMath0972.82548arXivcomp-gas/9507004OpenAlexW2012850640WikidataQ127526704 ScholiaQ127526704MaRDI QIDQ1967837

Milan Paluš

Publication date: 7 March 2000

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/comp-gas/9507004

Mathematics Subject Classification ID

Foundations of time-dependent statistical mechanics (82C03)

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Cites Work

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• Testing for nonlinearity in time series: the method of surrogate data
• Estimation of interrelation between chaotic observables
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
• Information theoretic covariance complexity and its relation to pattern recognition
• Deterministic Nonperiodic Flow

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