Improved statistical test for nonstationarity using recurrence time statistics
نویسندگان
چکیده
منابع مشابه
Improved statistical test for nonstationarity using recurrence time statistics.
We have recently introduced a measure for nonstationarity using a recurrence time statistic to assess stationarity. In this paper we propose an extension of this method based on a detailed study of the statistics for the case of stationary systems. We derive a simple scheme that allows us to estimate the effective number of degrees of freedom relevant for this statistic. This substantially impr...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2004
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.69.046111