RUS
ENG
Full version
JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1965
Volume 10,
Issue 2,
Pages
323–328
(Mi tvp526)
This article is cited 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.
Fulltext:
PDF file (359 kB)
Cited by
English version:
Theory of Probability and its Applications, 1965,
10
:2,
299–303
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2025