DETECTING NONLINEARITIES IN STATIONARY TIME SERIES

DOI10.1142/S0218127493000192zbMath0871.62078OpenAlexW2062437771MaRDI QIDQ4343163

No author found.

Publication date: 3 July 1997

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

Full work available at URL: https://doi.org/10.1142/s0218127493000192

zbMATH Keywords

nonlinearitiesreviewstationary time seriesestimation of correlation integrals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (9)

Faithfulness of Recurrence Plots: A Mathematical Proof ⋮ Non-overlapping generation species: complex prey-predator interactions ⋮ Experimental nonlinear physics ⋮ Reliable detection of nonlinearity in experimental time series with strong periodic components ⋮ Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis ⋮ Testing the order of discrete Markov chains using surrogate data ⋮ Deterministic nonlinearity in ventricular fibrillation ⋮ Nonlinear structures in electroencephalogram signals ⋮ Experimental Nonlinear Physics

This page was built for publication: DETECTING NONLINEARITIES IN STATIONARY TIME SERIES