Dehling, Herold; Taqqu, Murad S. - In: Statistics & Probability Letters 7 (1988) 1, pp. 81-85
Let (Xi)[infinity]i = 1 be a stationary, mean-zero Gaussian process with covariances r(k) = EXk + 1 X1 satisfying r(0) = 1 and r(k) = k-DL(k). Consider the two-parameter empirical process for G(Xi), where G is any measurable function. The Functional Law of the Iterated Logarithm as well as a...