Universal Codes as a Basis for Nonparametric Testing of Serial Independence for Time Series
| dc.creator | Ryabko, Boris | |
| dc.creator | Astola, Jaakko | |
| dc.date | 2005-06-26 | |
| dc.date.accessioned | 2026-07-07T08:15:31Z | |
| dc.date.available | 2026-07-07T08:15:31Z | |
| dc.description | We consider a stationary and ergodic source $p$ generated symbols $x_1 ... x_t$ from some finite set $A$ and a null hypothesis $H_0$ that $p$ is Markovian source with memory (or connectivity) not larger than $m, (m >= 0).$ The alternative hypothesis $H_1$ is that the sequence is generated by a stationary and ergodic source, which differs from the source under $H_0$. In particular, if $m= 0$ we have the null hypothesis $H_0$ that the sequence is generated by Bernoully source (or the hypothesis that $x_1 ...x_t$ are independent.) Some new tests which are based on universal codes and universal predictors, are suggested. | |
| dc.description | accepted for ISIT'05 | |
| dc.identifier | https://arxiv.org/abs/cs/0506094 | |
| dc.identifier | http://arxiv.org/abs/cs/0506094 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/133471 | |
| dc.subject | Information Theory | |
| dc.title | Universal Codes as a Basis for Nonparametric Testing of Serial Independence for Time Series | |
| dc.type | text |