Geodesic
On the computation of the likelihood ratio for Gaussian processes with a~---rational spectrum
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 323-328

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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. 
@article{TVP_1965_10_2_a8,
     author = {V. F. Pisarenko},
     title = {On the computation of the likelihood ratio for {Gaussian} processes with a~---rational spectrum},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {323--328},
     publisher = {mathdoc},
     volume = {10},
     number = {2},
     year = {1965},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a8/}
}
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V. F. Pisarenko. On the computation of the likelihood ratio for Gaussian processes with a~---rational spectrum. Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 323-328. http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a8/