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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 2, Pages 323–328
(Mi tvp526)
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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
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.
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
Linking options:
https://www.mathnet.ru/eng/tvp526 https://www.mathnet.ru/eng/tvp/v10/i2/p323
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Abstract page: | 308 | Full-text PDF : | 164 | First page: | 4 |
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