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When quoting this document, please refer to the following
DOI: 10.4230/DagSemProc.06051.2
URN: urn:nbn:de:0030-drops-6363
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2006/636/
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Ryabko, Boris ;
Astola, Jaakko ;
Gammerman, Alex
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series.
Abstract
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 mathematical
statistics. The methods for identity testing and nonparametric
testing of serial independence for time series are described.
BibTeX - Entry
@InProceedings{ryabko_et_al:DagSemProc.06051.2,
author = {Ryabko, Boris and Astola, Jaakko and Gammerman, Alex},
title = {{Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series.}},
booktitle = {Kolmogorov Complexity and Applications},
pages = {1--13},
series = {Dagstuhl Seminar Proceedings (DagSemProc)},
ISSN = {1862-4405},
year = {2006},
volume = {6051},
editor = {Marcus Hutter and Wolfgang Merkle and Paul M.B. Vitanyi},
publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
address = {Dagstuhl, Germany},
URL = {https://drops.dagstuhl.de/opus/volltexte/2006/636},
URN = {urn:nbn:de:0030-drops-6363},
doi = {10.4230/DagSemProc.06051.2},
annote = {Keywords: Algorithmic complexity, algorithmic information theory, Kolmogorov complexity, universal coding, hypothesis testing}
}
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Keywords: |
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Algorithmic complexity, algorithmic information theory, Kolmogorov complexity, universal coding, hypothesis testing |
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Collection: |
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06051 - Kolmogorov Complexity and Applications |
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Issue Date: |
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2006 |
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Date of publication: |
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31.07.2006 |
