Information predictability of stochastic processes in continuous time
The definition of information predictability stochastic process and its parameters is given in the article. Obtain relations connecting the predictability of a stochastic process as a whole predictability of its individual parameters are recieved. The examples of the definition of information predic...
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| Main Author: | A. V. Ausiannikau |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
Educational institution «Belarusian State University of Informatics and Radioelectronics»
2019-06-01
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| Series: | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| Online Access: | https://doklady.bsuir.by/jour/article/view/357 |
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