Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
David NualartJason Swanson
所有作者
David NualartJason Swanson
文献摘要
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.