2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/15708Standard 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 nonlinearity from non-stationarity. We address the problem of generating proper surrogate data corresponding to the null hypothesis of an ARMA process with slowly varying coefficients.4 pages, 4 figures. proceeding for a posterChaotic Dynamicstext