The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals

Herold Dehling

Journal of Multivariate Analysis, 1989, vol. 28, issue 2, 177-189

Abstract: 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.

Keywords: von; Mises; Statistics; U-statistics; Functional; Law; of; the; Iterated; Logarithm; Multiple; Wiener; Integrals (search for similar items in EconPapers)
Date: 1989
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