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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}}