The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
We prove a functional law of the iterated logarithm (FLIL) for m-variate von-Mies-functionals and U-statistics, thereby extending the bounded LIL, recently established by Dehling, Denker and Philipp. Using an almost sure invariance principle for von-Mises-functionals this result also implies the FLIL for multiple Wiener integrals.
Year of publication: |
1989
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Authors: | Dehling, Herold |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 28.1989, 2, p. 177-189
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Publisher: |
Elsevier |
Keywords: | von Mises Statistics U-statistics Functional Law of the Iterated Logarithm Multiple Wiener Integrals |
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