  We address the distinction between dynamical and additive noise in time
series analysis by making a joint evaluation of both the statistical continuity
of the series and the statistical differentiability of the reconstructed
measure. Low levels of the latter and high levels of the former indicate the
presence of dynamical noise only, while low values of the two are observed as
soon as additive noise contaminates the signal. The method is presented through
the example of the Van der Pol oscillator, but is expected to be of general
validity for continuous-time systems.
