On Surrogate Data Testing for Linearity based on the Periodogram

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dc.creatorTimmer, J.
dc.date1995-09-11
dc.date.accessioned2026-07-07T09:11:05Z
dc.date.available2026-07-07T09:11:05Z
dc.descriptionThe method of surrogate data is a tool to test whether data were generated by some class of model. Tests based on the periodogram have been proposed to decide if linear systems driven by Gaussian noise could have generated a sample time series. We show that this procedure based on the periodogram, in general, misspecifies the test statistic. Based on the theory of linear systems we suggest an alternative procedure to obtain the correct distribution of the test statistic and discuss problems of this approach.
dc.descriptionLatex, 19 pages, 3 tarred, compressed and uuencoded eps figures, submitted to Physica D
dc.identifierhttps://arxiv.org/abs/comp-gas/9509003
dc.identifierhttp://arxiv.org/abs/comp-gas/9509003
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/151556
dc.subjectCellular Automata and Lattice Gases
dc.titleOn Surrogate Data Testing for Linearity based on the Periodogram
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