Nonlinear AR model based test method for weak nonlinearity in time series

Wuhan Ligong Daxue Xuebao (Jiaotong Kexue Yu Gongcheng Ban)/Journal of Wuhan University of Technology (Transportation Science and Engineering)

Volumn 32, Issue 1, 2008, Pages 62-65

  Jiang, Keyu ^a   Cai, Zhiming ^a   Tang, Jingsong ^a   Lu, Zhenbo ^a  

^a NAVAL UNIVERSITY OF ENGINEERING   (China)

Author keywords

Chaotic time series; Nonlinear AR model; Nonlinearity test; Surrogate data

Indexed keywords

EID: 41349091508     PISSN: 10062823     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (5)