2 papers
chao-dyn1999
Surrogate data for non-stationary signals
Andreas Schmitz, Thomas Schreiber
Standard tests for nonlinearity reject the null hypothesis of a Gaussian linear process whenever the data is non-stationary. Thus, they are not appropriate to distinguish nonlinear…
chao-dyn1998
Constrained randomization of time series for hypothesis testing
Thomas Schreiber, Andreas Schmitz
We propose a general scheme to create time sequences that fulfill given constraints but are random otherwise. Significance levels for nonlinearity tests are as usually obtained by…