%0 Journal Article
%T Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
%A Akihiko Inoue
%A Yukio Kasahara
%A Punam Phartyal
%J Mathematics
%D 2008
%I arXiv
%X The 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.
%U http://arxiv.org/abs/0801.2509v1