Detecting determinism in time series: the method of surrogate data

DOI10.1109/TCSI.2003.811020zbMath1368.62247MaRDI QIDQ5349654

Michael Small, Chi Kong Tse

Publication date: 25 August 2017

Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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