On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
- 1 January 1963
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 8 (3) , 223-231
- https://doi.org/10.1137/1108027
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the Density of One Gaussian Measure with Respect to AnotherTheory of Probability and Its Applications, 1962
- Some classes of equivalent Gaussian processes on an intervalPacific Journal of Mathematics, 1960
- Equivalence and perpendicularity of Gaussian processesPacific Journal of Mathematics, 1958
- On a property of normal distributions of any stochastic processCzechoslovak Mathematical Journal, 1958