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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]