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2013 Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
David Nualart, Jason Swanson
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Electron. Commun. Probab. 18: 1-11 (2013). DOI: 10.1214/ECP.v18-2840

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

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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

Information

Accepted: 21 October 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1310.60036
MathSciNet: MR3125257
Digital Object Identifier: 10.1214/ECP.v18-2840

Subjects:
Primary: 60G22
Secondary: 60F17

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