A model-free diffusion test for discrete time series that uses the scaling of excursion counts with quadratic variation to classify signals as stochastic or deterministic.
Detecting dynamical changes in time series by using the Jensen Shannon divergence
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Detecting Stochasticity in Discrete Signals via Nonparametric Excursion Theorem
A model-free diffusion test for discrete time series that uses the scaling of excursion counts with quadratic variation to classify signals as stochastic or deterministic.