Constrained Markov order surrogates

DOI10.1016/j.physd.2020.132437zbMath1482.62084OpenAlexW3008427318MaRDI QIDQ2115528

Thomas Jüngling, Débora Cristina Corrêa, Jack Murdoch Moore, Michael Small

Publication date: 17 March 2022

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

Full work available at URL: https://doi.org/10.1016/j.physd.2020.132437

zbMATH Keywords

Markov chainssurrogatessymbolic time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: hypothesis testing (62M02)

Uses Software

• plfit
• uShuffle

Cites Work

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