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

Nualart, David; Swanson, Jason

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Issue Date

2013-10-13

Author

Nualart, David

Swanson, Jason

Publisher

Institute of Mathematical Statistics (IMS)

Type

Article

Article Version

Scholarly/refereed, publisher version

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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.

Description

This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.

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.

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