Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II

Autor:	Nualart, David, Swanson, Jason
Rok vydání:	2013
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	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 $H = 1/6$. Comment: This paper is a sequel to arXiv:1210.1560 [math.PR]
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1303.0892 Zobrazit plný text záznamu View this record from Arxiv