Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series

Boris Ryabko, Jaakko Astola, Alexander Gammerman. Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series. Theoretical Computer Science, 359(1-3):440-448, 2006. [doi]

@article{RyabkoAG06:0,
  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 Alexander Gammerman},
  year = {2006},
  doi = {10.1016/j.tcs.2006.06.004},
  url = {http://dx.doi.org/10.1016/j.tcs.2006.06.004},
  tags = {testing, Kolmogorov complexity},
  researchr = {https://researchr.org/publication/RyabkoAG06%3A0},
  cites = {0},
  citedby = {0},
  journal = {Theoretical Computer Science},
  volume = {359},
  number = {1-3},
  pages = {440-448},
}