THE LIKELIHOOD RATIO DETECTOR FOR NON-GAUSSIAN INFINITELY DIVISIBLE, AND LINEAR STOCHASTIC-PROCESSES

被引：2

作者：

BROCKETT, PL ^{[1
]}

机构：

[1] UNIV TEXAS, APPL RES LAB, AUSTIN, TX 78712 USA

来源：

ANNALS OF STATISTICS | 1984年 / 12卷 / 02期

关键词：

D O I：

10.1214/aos/1176346519

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：737 / 744

页数：8

共 50 条

[1] EVALUATION OF FUNCTIONAL ON INFINITELY DIVISIBLE STOCHASTIC-PROCESSES
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