Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series

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dc.creatorRyabko, Boris
dc.creatorAstola, Jaakko
dc.creatorGammerman, Alex
dc.date2005-05-29
dc.date.accessioned2026-07-07T03:23:03Z
dc.date.available2026-07-07T03:23:03Z
dc.descriptionWe show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathematical statistics. The methods for identity testing and nonparametric testing of serial independence for time series are suggested.
dc.descriptionsubmitted
dc.identifierhttps://arxiv.org/abs/cs/0505079
dc.identifierhttp://arxiv.org/abs/cs/0505079
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/32795
dc.subjectComputational Complexity
dc.titleApplication of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
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