Detecting nonlinearity in multivariate time series

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 213, Issue 3-4, 1996, Pages 138-147

  Paluš, Milan ^a,b  

^a INSTITUTE OF COMPUTER SCIENCE   (Czech Republic)

^b SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

RANDOM PROCESSES; STOCHASTIC SYSTEMS; TIME SERIES;

DEPENDENCE STRUCTURES; MULTIVARIATE DATA; MULTIVARIATE SERIES; MULTIVARIATE TIME SERIES; NONLINEARITY TESTS; NULL HYPOTHESIS; SEVERAL VARIABLES; SURROGATE DATA;

REDUNDANCY;

EID: 0000331034     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/0375-9601(96)00116-8     Document Type: Article

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