On the evaluation of the likehood ratio for a~Gaussian generalized stochastic process with rational spectral density
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 2, pp. 426-430

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An explicit formula is given for the Radon–Nikodym derivative of the measure corresponding to a generalized Gaussian stationary process with the spectral density (1) where $Q(z)$ and $P(z)$ are some polynomials of the same order with respect to the measure corresponding to “white noise”.
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     author = {K. O. Dzhaparidze and G. I. Marr},
     title = {On the evaluation of the likehood ratio for {a~Gaussian} generalized stochastic process with rational spectral density},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {426--430},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {1974},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a19/}
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K. O. Dzhaparidze; G. I. Marr. On the evaluation of the likehood ratio for a~Gaussian generalized stochastic process with rational spectral density. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 2, pp. 426-430. http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a19/