R. Ahlswede and I. Csiszar, Hypothesis testing with communication constraints, IEEE Transactions on Information Theory, vol.32, issue.4, pp.533-542, 1986.
DOI : 10.1109/TIT.1986.1057194
URL : https://pub.uni-bielefeld.de/download/1780427/2312909

M. Basseville and I. Nikiforov, Detection of Abrupt Changes: Theory and Applications, 1993.

G. Biau and L. Györfi, On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity, IEEE Transactions on Information Theory, vol.51, issue.11, pp.3965-3973, 2005.
DOI : 10.1109/TIT.2005.856979

E. Carlstein and S. Lele, Nonparametric Change-Point Estimation for Data from an Ergodic Sequence, Theory Probab. Appl, pp.910-917, 1993.
DOI : 10.1137/1138073

P. Billingsley, Ergodic theory and information, 1965.

B. Brodsky and B. Darkhovsky, Nonparametric Methods in Change-Point Problems, 1993.
DOI : 10.1007/978-94-015-8163-9

I. Csiszár and P. Shields, From Filing and Fitting to Flexible Manufacturing: A Study in the Evolution of Process Control, Foundations and Trends??? in Technology, Information and Operations Management, vol.1, issue.1, pp.1-111, 2004.
DOI : 10.1561/0200000001

I. Csiszár, Information theoretic methods in probability and statistics, Proceedings of IEEE International Symposium on Information Theory, 1997.
DOI : 10.1109/ISIT.1997.612917

L. Giraitisa, R. Leipusb, and D. Surgailis, The change-point problem for dependent observations, Journal of Statistical Planning and Inference, vol.53, issue.3, pp.297-310, 1996.
DOI : 10.1016/0378-3758(95)00148-4

M. Gutman, Asymptotically optimal classification for multiple tests with empirically observed statistics, IEEE Transactions on Information Theory, vol.35, issue.2, pp.402-408, 1989.
DOI : 10.1109/18.32134

J. C. Kieffer, Strongly consistent code-based identification and order estimation for constrained finite-state model classes, IEEE Transactions on Information Theory, vol.39, issue.3, pp.893-902, 1993.
DOI : 10.1109/18.256497

L. Györfi, G. Morvai, and I. Vajda, Information-theoretic methods in testing the goodness of fit, 2000 IEEE International Symposium on Information Theory (Cat. No.00CH37060), 2000.
DOI : 10.1109/ISIT.2000.866318

L. Györfi, G. Morvai, and S. Yakowitz, Limits to consistent on-line forecasting for ergodic time series, IEEE Transactions on Information Theory, vol.44, issue.2, pp.886-892, 1998.
DOI : 10.1109/18.661540

G. Morvai and B. Weiss, Limitations on intermittent forecasting, Statistics & Probability Letters, vol.72, issue.4, pp.285-290, 2005.
DOI : 10.1016/j.spl.2004.12.016
URL : http://arxiv.org/abs/0710.3773

G. Morvai and B. Weiss, On classifying processes, Bernoulli, vol.11, issue.3, pp.523-532, 2005.
DOI : 10.3150/bj/1120591187

G. Morvai and B. Weiss, On estimating the memory for finitarily Markovian processes, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.43, issue.1, pp.15-30, 2007.
DOI : 10.1016/j.anihpb.2005.11.001

D. S. Ornstein and B. Weiss, How Sampling Reveals a Process, The Annals of Probability, vol.18, issue.3, pp.905-930, 1990.
DOI : 10.1214/aop/1176990729

B. Ryabko, Prediction of random sequences and universal coding, Problems of Information Transmission, vol.24, pp.87-96, 1988.

B. Ryabko, Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series, IEEE Transactions on Information Theory, vol.55, issue.9, pp.4309-4315, 2009.
DOI : 10.1109/TIT.2009.2025546

B. Ryabko and J. Astola, Universal codes as a basis for nonparametric testing of serial independence for time series, Journal of Statistical Planning and Inference, vol.136, issue.12, pp.4119-4128, 2006.
DOI : 10.1016/j.jspi.2005.07.008

B. Ryabko, J. Astola, and A. Gammerman, Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series, Theoretical Computer Science, vol.359, issue.1-3, pp.440-448, 2006.
DOI : 10.1016/j.tcs.2006.06.004

D. Ryabko, Testing composite hypotheses about discrete-valued stationary processes, IEEE Information Theory Workshop 2010 (ITW 2010), pp.291-295, 2010.
DOI : 10.1109/ITWKSPS.2010.5503154
URL : https://hal.archives-ouvertes.fr/hal-00639546

D. Ryabko, An impossibility result for process discrimination, 2009 IEEE International Symposium on Information Theory, pp.1734-1738, 2009.
DOI : 10.1109/ISIT.2009.5205254
URL : https://hal.archives-ouvertes.fr/inria-00319076

D. Ryabko and B. Ryabko, On hypotheses testing for ergodic processes, 2008 IEEE Information Theory Workshop, pp.281-283, 2008.
DOI : 10.1109/ITW.2008.4578669

D. Ryabko and J. Schmidhuber, Using data compressors to construct order tests for homogeneity and component independence, Applied Mathematics Letters, vol.22, issue.7, pp.1029-1032, 2009.
DOI : 10.1016/j.aml.2008.01.008

P. Shields, The interactions between ergodic theory and information theory, IEEE Transactions on Information Theory, vol.44, issue.6, pp.2079-2093, 1998.
DOI : 10.1109/18.720532