کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1151139 | 958195 | 2006 | 23 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Universal codes as a basis for time series testing
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, based on any lossless data compression method even if the distribution law of the codeword lengths is not known. We apply this approach to the following four problems: goodness-of-fit testing (or identity testing), testing for independence, testing of serial independence and homogeneity testing and suggest nonparametric statistical tests for these problems. It is important to note that practically used so-called archivers can be used for suggested testing.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 3, Issue 4, October 2006, Pages 375–397
Journal: Statistical Methodology - Volume 3, Issue 4, October 2006, Pages 375–397
نویسندگان
Boris Ryabko, Jaakko Astola,