Dacunha-Castelle, Didier Remarque sur l’étude asymptotique du rapport de vraisemblance de deux processus gaussiens stationnaires. (French) Zbl 0397.62055 C. R. Acad. Sci., Paris, Sér. A 288, 225-228 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 3 Documents MSC: 62M07 Non-Markovian processes: hypothesis testing Keywords:Eigen Values; Asymptotic Distribution; Log-Likelihood; Toeplitz Forms; Chernoff Formula; Neyman’s Pearson Lemma; Stationary Gaussian Processes PDF BibTeX XML Cite \textit{D. Dacunha-Castelle}, C. R. Acad. Sci., Paris, Sér. A 288, 225--228 (1979; Zbl 0397.62055) OpenURL