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

DOI10.1016/J.TCS.2006.06.004zbMath1097.68048DBLPjournals/tcs/RyabkoAG06OpenAlexW2121295993WikidataQ61711448 ScholiaQ61711448MaRDI QIDQ2503313

Jaakko T. Astola, Alexander Gammerman, Boris Ya. Ryabko

Publication date: 14 September 2006

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2006.06.004

zbMATH Keywords

computational complexityalgorithmic information theoryhypothesis testingKolmogorov complexityalgorithmic complexitytheory of computationuniversal coding

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30) Non-Markovian processes: hypothesis testing (62M07) General topics in the theory of algorithms (68W01) Source coding (94A29)

Related Items (9)

Using data compressors to construct order tests for homogeneity and component independence ⋮ Testing composite hypotheses about discrete ergodic processes ⋮ Unnamed Item ⋮ Using ideas of Kolmogorov complexity for studying biological texts ⋮ Notes on sum-tests and independence tests ⋮ Application of data compression methods to nonparametric estimation of characteristics of discrete-time stochastic processes ⋮ Uniform hypothesis testing for finite-valued stationary processes ⋮ Discrimination between B-processes is impossible ⋮ Hydrozip: how hydrological knowledge can be used to improve compression of hydrological data

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