Инд. авторы: Ryabko B., Astola J., Gammerman A.
Заглавие: Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
Библ. ссылка: Ryabko B., Astola J., Gammerman A. Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series // Theoretical Computer Science. - 2006. - Vol.359. - Iss. 1-3. - P.440-448. - ISSN 0304-3975.
Внешние системы: DOI: 10.1016/j.tcs.2006.06.004; РИНЦ: 13508285; WoS: 000239885600030;
Реферат: eng: We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypotheses testing in a framework of classical mathematical statistics. The methods for identity testing and nonparametric testing of serial independence for time series are suggested. (C) 2006 Elsevier B.V. All rights reserved.
Издано: 2006
Физ. характеристика: с.440-448