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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
| dc.contributor.author | Nualart, David | |
| dc.contributor.author | Swanson, Jason | |
| dc.date.accessioned | 2015-03-05T18:34:51Z | |
| dc.date.available | 2015-03-05T18:34:51Z | |
| dc.date.issued | 2013-10-13 | |
| dc.identifier.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. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/16973 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840. | en_US |
| dc.description.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. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | fractional Brownian motion | en_US |
| dc.subject | cubic variation | en_US |
| dc.subject | convergence in law | en_US |
| dc.title | Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/ECP.v18-2840 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
