IJPAM: Volume 20, No. 1 (2005)
SKEW-NORMAL PROCESSES AS MODELS
FOR RANDOM SIGNALS CORRUPTED
BY GAUSSIAN NOISE
FOR RANDOM SIGNALS CORRUPTED
BY GAUSSIAN NOISE
A.F. Gualtierotti
Institut de Hautes Études en Administration Publique (IDHEAP)
21 Route de la Maladière
CH-1022 Chavannes-près-Renens, SWITZERLAND
e-mail: antonio.gualtierotti@idheap.unil.ch
Institut de Hautes Études en Administration Publique (IDHEAP)
21 Route de la Maladière
CH-1022 Chavannes-près-Renens, SWITZERLAND
e-mail: antonio.gualtierotti@idheap.unil.ch
Abstract.A family of skew-normal processes is defined and their properties listed, especially those that relate to the detection of random signals corrupted by additive Gaussian noise.
Received: March 20, 2005
AMS Subject Classification: 60G99, 60G30, 60G25, 60H30, 94A13
Key Words and Phrases: skew-normal process, equivalence, likelihood, detection, linear space, prediction, representation, Cramér-Hida
Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2005
Volume: 20
Issue: 1
