Abbreviated Journal Title
Electron. Commun. Probab.
Keywords
fractional Brownian motion; cubic variation; convergence in law; MULTIPLE STOCHASTIC INTEGRALS; Statistics & Probability
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.
Journal Title
Electronic Communications in Probability
Volume
18
Publication Date
1-1-2013
Document Type
Article
Language
English
First Page
1
Last Page
11
WOS Identifier
ISSN
1083-589X
Recommended Citation
Nualart, David and Swanson, Jason, "Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II" (2013). Faculty Bibliography 2010s. 4485.
https://stars.library.ucf.edu/facultybib2010/4485
COinS
Comments
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