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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 2, Pages 323–328 (Mi tvp526)  
This article is cited in 12 scientific papers (total in 12 papers)

On the computation of the likelihood ratio for Gaussian processes with a —rational spectrum

V. F. Pisarenko

Moscow
Full-text PDF (359 kB) Citations (12)
Abstract: The likelihood ratio on a finite interval of time $[0,T]$ for two Gaussian stationary processes with a rational spectrum is computed. Then a simple expression for the principal term of the likelihood ratio as $T\to\infty$ is derived.
English version:
Theory of Probability and its Applications, 1965, Volume 10, Issue 2, Pages 299–303
DOI: https://doi.org/10.1137/1110034
Bibliographic databases:
Language: Russian
Citation: V. F. Pisarenko, “On the computation of the likelihood ratio for Gaussian processes with a —rational spectrum”, Teor. Veroyatnost. i Primenen., 10:2 (1965), 323–328; Theory Probab. Appl., 10:2 (1965), 299–303
Citation in format AMSBIB
\Bibitem{Pis65}
\by V.~F.~Pisarenko
\paper On the computation of the likelihood ratio for Gaussian processes with a~---rational spectrum
\jour Teor. Veroyatnost. i Primenen.
\yr 1965
\vol 10
\issue 2
\pages 323--328
\mathnet{http://mi.mathnet.ru/tvp526}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=183025}
\zmath{https://zbmath.org/?q=an:0138.13802}
\transl
\jour Theory Probab. Appl.
\yr 1965
\vol 10
\issue 2
\pages 299--303
\crossref{https://doi.org/10.1137/1110034}
Linking options:
  • https://www.mathnet.ru/eng/tvp526
  • https://www.mathnet.ru/eng/tvp/v10/i2/p323
    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Full-text PDF :170
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