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

TL;DR

This paper establishes an analogue of Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2, providing bounds on predictor coefficient differences.

Contribution

It introduces a Baxter's inequality analogue specifically for fractional Brownian motion-type processes with Hurst index below 1/2.

Findings

Proves Baxter's inequality for H<1/2 fractional Brownian motion-type processes

Provides norm estimates for predictor coefficient differences

Extends classical inequalities to a new class of stochastic processes

Abstract

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.