A PROPERTY OF THE LOG-LIKELIHOOD-RATIO PROCESS FOR GAUSSIAN PROCESSES.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 23, 1966
- Accession Number
- AD0637793
Entities
People
- B. L. S. Prakasa Rao
- Herman Rubin
Organizations
- Michigan State University