Some theoretical properties of phase-randomized multivariate surrogates

DOI10.1080/02331880701736572zbMath1314.62208OpenAlexW2000419203MaRDI QIDQ3632816

Enno Mammen, Swagata Nandi

Publication date: 15 June 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701736572

zbMATH Keywords

sufficient statisticssimilar testscircular processmultivariate surrogate data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (2)

TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain ⋮ EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• Detecting nonlinearity in multivariate time series
• Chaos: A statistical perspective

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