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dc.contributor.authorNualart, David
dc.contributor.authorSwanson, Jason
dc.date.accessioned2015-03-05T18:34:51Z
dc.date.available2015-03-05T18:34:51Z
dc.date.issued2013-10-13
dc.identifier.citationNualart, 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.urihttp://hdl.handle.net/1808/16973
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.en_US
dc.description.abstractThe 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.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectfractional Brownian motionen_US
dc.subjectcubic variationen_US
dc.subjectconvergence in lawen_US
dc.titleJoint convergence along different subsequences of the signed cubic variation of fractional Brownian motion IIen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/ECP.v18-2840
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item meets KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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