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

DOI10.1214/AOS/1176346519MaRDI QIDQ760962zbMATHOpenAlexFDO

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

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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(3)

• 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
• Generalized Likelihood Ratio Test for Detection of Gaussian Rank-One Signals in Gaussian Noise With Unknown Statistics

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