Discrimination with respect to a Gaussian process

DOI10.1007/BF00332309MaRDI QIDQ2266522zbMATH OpenOpenAlexFDO

Authors Charles R. Baker, A. F. Gualtierotti

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00332309

zbMATH Keywords

Radon-Nikodym derivative

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

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• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
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• The equivalence of measures corresponding to canonical Gaussian processes

Cited in

(5)

• Differentiating σ-fields for Gaussian and shifted Gaussian processes
• On the correct discrimination of Gaussian hypotheses
• Continuous disintegrations of Gaussian processes
• The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processes
• scientific article; zbMATH DE number 3856076 (Why is no real title available?)

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