Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
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🧮 math.PR
keywords
brownianconvergencecubicfractionalmotionsignedsubsequencesvariation
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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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