Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/18038
Title: Testing for random walk
Authors: Nakamura, T
Small, M
Keywords: Hypotheses testing
Random walk
Surrogate data
Issue Date: 2007
Publisher: Elsevier Science Bv
Source: Physics letters, section a : general, atomic and solid state physics, 2007, v. 362, no. 2-3, p. 189-197 How to cite?
Journal: Physics Letters, Section A: General, Atomic and Solid State Physics 
Abstract: We describe a method for identifying random walks. This method is based on the previously proposed small shuffle surrogate method. Hence, our method does not depend on the specific data distribution, although previously proposed methods depend on properties of the data distribution. The method is demonstrated for numerical data generated by known systems, and applied to several actual time series of special interest.
URI: http://hdl.handle.net/10397/18038
DOI: 10.1016/j.physleta.2006.10.018
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