Abstract
The purpose of this paper is to provide a complete description the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H = 1/6$.
Citation
David Nualart. Jason Swanson. "Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II." Electron. Commun. Probab. 18 1 - 11, 2013. https://doi.org/10.1214/ECP.v18-2840
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