کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
978642 1480198 2006 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Surrogate testing of linear feedback processes with non-Gaussian innovations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Surrogate testing of linear feedback processes with non-Gaussian innovations
چکیده انگلیسی
Surrogate testing is used widely to determine the nature of the process generating the given empirical sample. In the present study, the usefulness of phase-randomized surrogates, amplitude adjusted Fourier transform and iterated amplitude adjusted Fourier transform surrogates on statistical inference of linearly correlated noise with non-Gaussian innovations and their static, invertible nonlinear transforms from their empirical samples are discussed. Existing surrogate testing procedures, which retain the auto-correlation function in the surrogates, may not be appropriate in the presence of non-Gaussian innovations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 366, 1 July 2006, Pages 530-538
نویسندگان
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