On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models (Q3871751)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models |
scientific article |
Statements
On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models (English)
0 references
1980
0 references
Gaussian stationary vector processes
0 references
dynamic models
0 references
exponential discrimination
0 references
maximum likelihood decision rule
0 references
spectral density
0 references
parameter identifiability
0 references
probability of misclassification
0 references
