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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/146089The 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.7 pagesProbabilityStatistics Theory60G25 (Primary); 60G15 (Secondary)Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2text