Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II

@article{Burdzy2012JointCA,
  title={Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II},
  author={K. Burdzy and D. Nualart and J. Swanson},
  journal={Electronic Communications in Probability},
  year={2012},
  volume={18},
  pages={1-11}
}
  • K. Burdzy, D. Nualart, J. Swanson
  • Published 2012
  • Mathematics
  • Electronic Communications in Probability
  • 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$. 

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