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.Comment: submitte

Early pioneers to reversible computation

Reversible computing is one of the most intensively developing research areas nowadays. We present a survey of less known or forgotten papers to show that a transfer of ideas between different disciplines is possible

Methods for Blind Estimation of the Variance of Mixed Noise and Their Performance Analysis

International audienc