Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 2, pp. 426-430
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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/
@article{TVP_1974_19_2_a19,
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},
year = {1974},
volume = {19},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a19/}
}
TY - JOUR
AU - K. O. Dzhaparidze
AU - G. I. Marr
TI - On the evaluation of the likehood ratio for a Gaussian generalized stochastic process with rational spectral density
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1974
SP - 426
EP - 430
VL - 19
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a19/
LA - ru
ID - TVP_1974_19_2_a19
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%D 1974
%P 426-430
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%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1974_19_2_a19/
%G ru
%F TVP_1974_19_2_a19
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”.
