I'm interested in detecting whether a set of points in 3D space follows a trajectory that can be explained by a random walk. I've come across the Variance Ratio test used to analyze 1D data (time-series) to determine if the data follows a random walk. Is there a strategy to extend the Variance Ratio test to analyze multi-dimensional data (2D, 3D, etc.)?
MATLAB: Variance Ratio Testing for multidimensional random walk
biophysicshypothesisrandom walkstatisticsvariance ratio
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