Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis
Reference17 articles.
1. Kakutani, S.: On equivalence of infinite product measures. Ann. of Math. II. Ser. 49, 214?224(1948).
2. Shepp, L. A.: Gaussian measures in function space. Pacific J. Math. 17, 1, 167?173 (1966).
3. Gundy, R. R.: The martingale version of a theorem of Marcinkiewicz and Zygmund. Ann. math. Statistics 38, 3, 725?734 (1967).
4. Kadota, T. T.: Nonsingular detection and likelihood ratio for random signals in white Gaussian' noise. IEEE Trans. Inform. Theory IT-16, 3, 291?298 (1970).
5. Wong, E.: Likelihood ratio for random signals in Gaussian white noise. (Internal Memorandum of Bell Telephone Laboratories.)
Cited by
46 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Criteria for what makes a local optional martingale a true martingale;Stochastics;2024-01-31
2. The Bessel line ensemble;Electronic Journal of Probability;2023-01-01
3. Separating signal from noise;Proceedings of the London Mathematical Society;2015-03-14
4. Absolute Continuity;Wiley StatsRef: Statistics Reference Online;2014-09-29
5. When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method;Theory of Probability & Its Applications;2014-01