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 = {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 $H = 1/6$.
},
pages = {no. 81, 1-11},
issn = {1083-589X},
doi = {10.1214/ECP.v18-2840},
url = {http://ecp.ejpecp.org/article/view/2840}}