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    FUIN
    2008
    90views more  FUIN 2008»
    Applications of Kolmogorov Complexity and Universal Codes to Nonparametric Estimation of Characteristics of Time Series
    13 years 3 months ago
    Applications of Kolmogorov Complexity and Universal Codes to Nonparametric Estimation of Characteristics of Time Series
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    Boris Ryabko
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    DAGSTUHL
    2006
    160views Software Engineering» more  DAGSTUHL 2006»
    Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence fo
    13 years 6 months ago
    Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence fo
    Download  boris.ryabko.net
    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
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