Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
arXiv:1303.0892
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 $H = 1/6$.
This paper is a sequel to arXiv:1210.1560 [math.PR]