Constrained randomization of time series for hypothesis testing

Simple item page
dc.creatorSchreiber, Thomas
dc.creatorSchmitz, Andreas
dc.date1998-05-13
dc.date.accessioned2026-07-07T02:35:26Z
dc.date.available2026-07-07T02:35:26Z
dc.descriptionWe 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 Monte Carlo resampling. In a new scheme, constraints including multivariate, nonlinear, and nonstationary properties are implemented in the form of a cost function.
dc.description4 pages, 3 figures, needs nolta.sty
dc.identifierhttps://arxiv.org/abs/chao-dyn/9805013
dc.identifierhttp://arxiv.org/abs/chao-dyn/9805013
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/15609
dc.subjectChaotic Dynamics
dc.titleConstrained randomization of time series for hypothesis testing
dc.typetext

Files

Collections

arXiv