Title :
On the characterization and likelihood functional of lognormal random processes (Corresp.)
fDate :
9/1/1970 12:00:00 AM
Abstract :
It is shown that two covariance-type functions can completely characterize lognormal random processes and their likelihood functional can be a simple modification of the likelihood functional of their associated normal random processes.
Keywords :
Log-normal distributions; Difference equations; Filters; Gaussian processes; Random media; Random processes; Random variables; Smoothing methods; Stochastic processes; Tellurium; Yttrium;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054524
