VYChISLENIE FUNDAMENTAL'NYKh PREDELOV SZhATIYa DANNYKh DLYa NEKOTORYKh NESTATsIONARNYKh ISTOChNIKOV VEKTORNYKh PROTsESSOV AVTOREGRESSII SO SKOL'ZYaShchIM SREDNIM

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Abstract

Для определенных нестационарных источников вещественных гауссовских векторных процессов авторегрессии со скользящим средним (ARMA-процессов) вычисляются скорость создания дифференциальной энтропии и скорость как функция искажения.

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