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

View/ Open
Issue Date
2013-10-13Author
Nualart, David
Swanson, Jason
Publisher
Institute of Mathematical Statistics (IMS)
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
Show full item recordAbstract
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.
Description
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.
Collections
Citation
Nualart, David & Swanson, Jason. "Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II." Electronic Communications in Probability (2013) Vol 18. pg 1-11. http://dx.doi.org/10.1214/ECP.v18-2840.
Items in KU ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
We want to hear from you! Please share your stories about how Open Access to this item benefits YOU.