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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion. II. (English) Zbl 1310.60036
Summary: The purpose of this paper is to provide a complete description of the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter \(H = 1/6\).
For Part I, see [K. Burdzy et al., Probab. Theory Relat. Fields 159, No. 1–2, 237–272 (2014; Zbl 1310.60033)].

MSC:
60G22 Fractional processes, including fractional Brownian motion
60F17 Functional limit theorems; invariance principles
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