The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing

DOI10.1007/978-3-319-96944-2_19zbMath1414.62375OpenAlexW2895020393MaRDI QIDQ2419628

Natalia Zhukova, Evgeni Baratashvili, Tamaz Chelidze, Tamar Matcharashvili, Teimuraz Matcharashvili, Manana Janiashvili

Publication date: 14 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96944-2_19

zbMATH Keywords

Mahalanobis distance short time series surrogate time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12)

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