Likelihood functions for stochastic signals in white noise
- 30 June 1970
- journal article
- Published by Elsevier in Information and Control
- Vol. 16 (4) , 303-310
- https://doi.org/10.1016/s0019-9958(70)90150-6
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- On the Absolute Continuity of MeasuresThe Annals of Mathematical Statistics, 1970
- A general likelihood-ratio formula for random signals in Gaussian noiseIEEE Transactions on Information Theory, 1969
- Evaluation of likelihood functionsInformation and Control, 1968
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967
- Decomposition of supermartingales: The uniqueness theoremIllinois Journal of Mathematics, 1963
- A decomposition theorem for supermartingalesIllinois Journal of Mathematics, 1962
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951