DOI

Abstract: In this work, an explicit expression is obtained for the distribution function of a centered and normalized data vector containing a deterministic signal (or without a signal) and Gaussian white noise with constant variance. The obtained representation is exact and does not rely on any asymptotics for a large number of observations in particular; it is ultimately expressed through an error function and elementary functions and requires iterative calculations based on a recurrence formula.
Язык оригиналаанглийский
Страницы (с-по)370-378
Число страниц9
ЖурналVestnik St. Petersburg University: Mathematics
Том58
Номер выпуска3
DOI
СостояниеОпубликовано - 6 авг 2025

ID: 141514904