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DAGSTUHL
2006
13 years 6 months ago
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence fo
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypothesis testing in a framework of classical mathe...
Boris Ryabko, Jaakko Astola, Alexander Gammerman
CORR
2006
Springer
91views Education» more  CORR 2006»
13 years 4 months ago
Universal Codes as a Basis for Time Series Testing
We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, ba...
Boris Ryabko, Jaakko Astola