Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II

David Nualart (University of Kansas)
Jason Swanson (University of Central Florida)

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 $H = 1/6$.


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Pages: 1-11

Publication Date: October 21, 2013

DOI: 10.1214/ECP.v18-2840

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