Rao, Radhakrishna C. ; Varadarajan, V. S. (1963) Discrimination of Gaussian processes Sankhya, 25 (3). pp. 303-330. ISSN 0972-7671
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Official URL: http://www.jstor.org/discover/10.2307/25049277?uid...
Abstract
Equivalence and orthogonality properties of Gaussian processes are studied in a general context and the results applied to the study of Gaussian measures on real Hilbert spaces. Expressions for the likelihood rations of two equivalent Gaussian measures on a real separable Hilbert space are derived and the conditions under which their logarithms are quadratic forms are precisely determined.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| ID Code: | 96483 |
| Deposited On: | 21 Dec 2012 10:25 |
| Last Modified: | 21 Dec 2012 10:25 |
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