Accession Number:
AD0637793
Title:
A PROPERTY OF THE LOG-LIKELIHOOD-RATIO PROCESS FOR GAUSSIAN PROCESSES.
Descriptive Note:
Technical rept.
Corporate Author:
MICHIGAN STATE UNIV EAST LANSING DEPT OF STATISTICS
Personal Author(s):
Report Date:
1966-08-23
Pagination or Media Count:
9.0
Abstract:
The aim is to give a necessary and sufficient condition for a Gaussian process to be the log-likelihood-ratio process of Gaussian processes. All the measures encountered are assumed to be mutually absolutely continuous. Author
Subject Categories:
- Statistics and Probability