Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
説明
We 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.
収録刊行物
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- Hokkaido University Preprint Series in Mathematics
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Hokkaido University Preprint Series in Mathematics 890 1-7, 2008
Department of Mathematics, Hokkaido University
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詳細情報 詳細情報について
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- CRID
- 1390853649725549568
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- NII論文ID
- 120006459591
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- DOI
- 10.14943/84040
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- HANDLE
- 2115/69699
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- 本文言語コード
- en
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- 資料種別
- departmental bulletin paper
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- データソース種別
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- JaLC
- IRDB
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用可