The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processes

DOI10.1214/AOS/1176346519zbMath0556.60018OpenAlexW2026368536MaRDI QIDQ760962

Patrick L. Brockett

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346519

zbMATH Keywords

likelihood ratiolinear processesinfinitely divisible stochastic processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Continuity and singularity of induced measures (60G30)

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