Generating Surrogate Data for Time Series with Several Simultaneously Measured Variables
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- Dashtian, Hassan & Jafari, G. Reza & Sahimi, Muhammad & Masihi, Mohsen, 2011. "Scaling, multifractality, and long-range correlations in well log data of large-scale porous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2096-2111.
- Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005. "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-15, December.
- Andrea Beltratti & Claudio Morana, 2006. "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers 30-2006, ICER - International Centre for Economic Research.
- Milan Palus & L. Pecen & D. Pivka, 1995. "Estimating Predictability: Redundancy and Surrogate Data Method," Working Papers 95-07-060, Santa Fe Institute.
- Przyborski, Marek, 2002. "Possible determinism and the real world data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 309(3), pages 297-303.
- Gao, Wei & Zhao, Hongxia, 2013. "Conditional independence graph for nonlinear time series and its application to international financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(10), pages 2460-2469.
- Chong Hong & Beom Kim, 2011. "Mutual information and redundancy for categorical data," Statistical Papers, Springer, vol. 52(1), pages 17-31, February.
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