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

DOI10.1214/AOS/1176346519zbMATH Open0556.60018OpenAlexW2026368536MaRDI QIDQ760962FDOQ760962

Authors: 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

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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)

Cited In (3)

• Generalized Likelihood Ratio Test for Detection of Gaussian Rank-One Signals in Gaussian Noise With Unknown Statistics
• Likelihood ratio determination for stochastic processes recognition problem with respect to the set of continuous and discrete memory observations
• Likelihood Ratio of Gaussian Globally Markovian Random Fields

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