  The fluctuating brightness of cosmic X-ray sources, particularly accreting
black holes and neutron star systems, has enabled enormous progress in
understanding the physics of turbulent accretion flows, the behaviour of matter
on the surfaces of neutron stars and improving the evidence for black holes.
Most of this progress has been made by analysing and modelling time series data
in terms of their power and cross spectra, as will be discussed in other
articles in this volume. Recently, attempts have been made to make use of other
aspects of the data, by testing for non-linearity, non-Gaussianity, time
asymmetry and by examination of higher order Fourier spectra. These projects,
which have been made possible by the vast increase in data quality and quantity
over the past decade, are the subject of this article.
