Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
<|reference_start|>Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series: 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.<|reference_end|>
@article{ryabko2005application,
    title={Application of Kolmogorov complexity and universal codes to identity
  testing and nonparametric testing of serial independence for time series},
    author={Boris Ryabko and Jaakko Astola and Alex Gammerman},
    journal={arXiv preprint arXiv:cs/0505079},
    year={2005},
    archivePrefix={arXiv},
    eprint={cs/0505079},
    primaryClass={cs.CC}
}