Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2

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dc.creatorInoue, Akihiko
dc.creatorKasahara, Yukio
dc.creatorPhartyal, Punam
dc.date2008-01-16
dc.date.accessioned2026-07-07T08:54:51Z
dc.date.available2026-07-07T08:54:51Z
dc.descriptionThe aim of this paper is to prove an analogue of Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2. This inequality is concerned with the norm estimate of the difference between finite- and infinite-past predictor coefficients.
dc.description7 pages
dc.identifierhttps://arxiv.org/abs/0801.2509
dc.identifierhttp://arxiv.org/abs/0801.2509
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/146089
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60G25 (Primary); 60G15 (Secondary)
dc.titleBaxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
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