Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 (Q956360): Difference between revisions

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+Prediction of fractional Brownian motion with Hurst index less than 1/2
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+An Asymptotic Result for the Finite Predictor.
@@ Property / cites work: An Asymptotic Result for the Finite Predictor. / rank @@
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+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
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+Q3992980
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+Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
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+Prediction of Fractional Brownian Motion-Type Processes
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+Explicit representation of finite predictor coefficients and its applications
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+Linear estimation of self-similar processes via Lamperti's transformation
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+Q2754859
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+Correlation theory of processes with random stationary 𝑛th increments
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