Schloss Dagstuhl - Leibniz-Zentrum für Informatik GmbH Schloss Dagstuhl - Leibniz-Zentrum für Informatik GmbH scholarly article en Ryabko, Boris; Astola, Jaakko; Gammerman, Alex License
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Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series.

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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}
}

Keywords: Algorithmic complexity, algorithmic information theory, Kolmogorov complexity, universal coding, hypothesis testing
Seminar: 06051 - Kolmogorov Complexity and Applications
Issue date: 2006
Date of publication: 31.07.2006


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