EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING

DOI10.1142/S0218127409022968zbMath1170.37338OpenAlexW2096441606MaRDI QIDQ3398177

Enno Mammen, Thomas Maiwald, Jens Timmer, Swagata Nandi

Publication date: 25 September 2009

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127409022968

zbMATH Keywords

surrogate dataresamplingtime series analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Cites Work

• Unnamed Item
• Testing for nonlinearity in time series: the method of surrogate data
• Surrogate time series.
• Surrogate Data — A Qualitative and Quantitative Analysis
• Some theoretical properties of phase-randomized multivariate surrogates