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.
Blumenthal.Excursions of Markov Processes
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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.