Kolmogorov复杂性和泛码在时间序列的一致性检验和非参数检验中的应用
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series
摘要：
我们表明，Kolmogorov复杂性和通用代码（或数据压缩方法）的估计，可以适用于假设检验的经典数理统计的框架。提出了时间序列独立性的同一性检验和非参数检验方法。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
