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cs.IT2008
The Imaginary Sliding Window As a New Data Structure for Adaptive Algorithms
Boris Ryabko
The scheme of the sliding window is known in Information Theory, Computer Science, the problem of predicting and in stastistics. Let a source with unknown statistics generate some…
cs.IT2008
Applications of Universal Source Coding to Statistical Analysis of Time Series
Boris Ryabko
We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data c…