Pages that link to "Item:Q713722"

The following pages link to Universal codes as a basis for time series testing (Q713722):

Displaying 11 items.

• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
• Application of data compression methods to nonparametric estimation of characteristics of discrete-time stochastic processes (Q941886) (← links)
• Application of information-theoretic tests for the analysis of DNA sequences based on Markov chain models (Q961373) (← links)
• A confidence-set approach to signal denoising (Q1731269) (← links)
• Testing composite hypotheses about discrete ergodic processes (Q1936548) (← links)
• On universal algorithms for classifying and predicting stationary processes (Q2039763) (← links)
• Asymptotically most powerful tests for random number generators (Q2059421) (← links)
• Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series (Q2503313) (← links)
• Uniform hypothesis testing for finite-valued stationary processes (Q5169755) (← links)
• A note on discriminating Poisson processes from other point processes with stationary inter arrival times (Q5219001) (← links)
• (Q5870415) (← links)