Abbreviated Journal Title
Electron. Commun. Probab.
fractional Brownian motion; cubic variation; convergence in law; MULTIPLE STOCHASTIC INTEGRALS; Statistics & 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.
Electronic Communications in Probability
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.