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.
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Издано: | 2006 |
Физ. характеристика: | с.440-448 |