Discrimination with respect to a Gaussian process

DOI10.1007/BF00332309zbMATH Open0561.60043OpenAlexW2063115574MaRDI QIDQ2266522FDOQ2266522

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

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zbMATH Keywords

Radon-Nikodym derivative

Mathematics Subject Classification ID

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

Cites Work

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• Representation of Gaussian processes equivalent to Wiener process
• Canonical representations of Gaussian processes and their applications
• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
• On equivalence of probability measures
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• On a property of normal distributions of any stochastic process
• Equivalence and perpendicularity of Gaussian processes
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• The equivalence of measures corresponding to canonical Gaussian processes
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Cited In (5)

• 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
• Title not available (Why is that?)
• Differentiating σ-fields for Gaussian and shifted Gaussian processes

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