Improved statistical test for nonstationarity using recurrence time statistics

  • Rieke C
  • Andrzejak R
  • Mormann F
 et al. 
  • 24


    Mendeley users who have this article in their library.
  • 1


    Citations of this article.


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 improves the statistical significance of the method and can be used to improve the significance of various other nonlinear statistics.

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document


  • Christoph Rieke

  • Ralph G. Andrzejak

  • Florian Mormann

  • Klaus Lehnertz

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free