Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. (Q743055)
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scientific article; zbMATH DE number 6346930
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| English | Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. |
scientific article; zbMATH DE number 6346930 |
Statements
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. (English)
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22 September 2014
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fractional Brownian motion
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cubic variation
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convergence in law
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0.9732882976531982
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0.7985244989395142
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0.7887964844703674
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0.7716179490089417
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0.7674258351325989
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