Abstract
Abstract 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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
