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arXiv · 1303.0892

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

David Nualart·Jason Swanson
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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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David Nualart, Jason Swanson. 2013-03-04. Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II. https://arxiv.org/abs/1303.0892

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