Electron. Commun. Probab.
 2013
DOI: 10.1214/ecp.v18-2840
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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II

David Nualart
1
,
Jason R. Swanson
2

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.

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Central limit theorem for functionals of two independent fractional Brownian motions

Nualart1,
Xu2
2014
Stochastic Processes and their Applications
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Central limit theorem for functionals of two independent fractional Brownian motions

Nualart1,
Xu2
2014
Stochastic Processes and their Applications
Self Cite
6
1
12
0
View full textAdd to dashboardCite
show abstract
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