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


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Please use this identifier to cite or link to this item:https://doi.org/10.14943/84040

Title:	Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
Authors:	Inoue, Akihiko Browse this author
	Kasahara, Yukio Browse this author
	Phartyal, Punam Browse this author
Keywords:	Baxter's inequality
	fractional Brownian motion
	predictor coefficients
Issue Date:	2008
Publisher:	Department of Mathematics, Hokkaido University
Journal Title:	Hokkaido University Preprint Series in Mathematics
Volume:	890
Start Page:	1
End Page:	7
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.
Type:	bulletin (article)
URI:	http://hdl.handle.net/2115/69699
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics

Submitter: 数学紀要登録作業用

OAI-PMH ( junii2 , jpcoar_1.0 )

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