Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
@article{ECP2840, author = {David Nualart and Jason Swanson}, title = {Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II}, journal = {Electron. Commun. Probab.}, fjournal = {Electronic Communications in Probability}, volume = {18}, year = {2013}, keywords = {Fractional Brownian motion, cubic variation, convergence in law}, abstract = {}, pages = {no. 81, 1-11}, issn = {1083-589X}, doi = {10.1214/ECP.v18-2840}, url = {http://ecp.ejpecp.org/article/view/2840}}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 $H = 1/6$.