We analyse the X-ray light curves of compact objects using linear and nonli
near time series analysis methods. A Power Density Spectrum (PDS) describes
the overall second order properties of the observed data well. To look bey
ond we propose the nonlinear Q-statistic to detect an asymmetry of the time
series. This allows us to find relevant time scales. This method even gran
ts a subclassification of the known states of X-ray sources.