DETECTING NONLINEARITIES IN STATIONARY TIME SERIES
In this review we survey methods for detecting nonlinearities in stationary time series. These methods are based on the estimation of so-called correlation integrals. These correlation integrals provide a way of analyzing time series and reveal aspects which are often complementary to the information one obtains from power spectra and autocorrelations. So we also focus our attention on the meaning and the estimation of the correlation integrals.