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Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
Description
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.
Journal
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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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Details 詳細情報について
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- CRID
- 1390853649725549568
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- NII Article ID
- 120006459591
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- DOI
- 10.14943/84040
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- HANDLE
- 2115/69699
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- Text Lang
- en
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- Article Type
- departmental bulletin paper
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- Data Source
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- JaLC
- IRDB
- CiNii Articles
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- Abstract License Flag
- Allowed