Likelihood Ratios for Processes
Reference15 articles.
1. Pitcher, T. S. Likelihood ratios of Gaussian processes,“ Ark. Mat. 4 (1959), 35–44.
2. Grenander, U. “Stochastic processes and statistical inference,” Arkiv fur Mat., 1 (1950), 195–277.
3. Kailath, T. The structure of Radon-Nikodÿm derivatives with respect to the Wiener and related measures,“ Ann. Math. Statist.,42 (1971), 1054–1067.
4. Skorokhod, A. V. On admissible translations of measures in Hilbert space,“ Theor. Prob. Appl.,15 (1970), 557–580.
5. Bahadur, R. R. “Complete simultaneous reduction of covariance operators,” SIAM J. Appl. Math., 17 (1969), 972–983.