Functional Law of the Iterated Logarithm for Kiefer Processes

We consider a Kiefer process indexed by [0,1] x F, where F is a Donsker class of functions. We give a necessary and sufficient condition for a Strassen-type functional law of the iterated logarithm to hold for this process on C ([0,1] x F) endowed with a topology defined by a general class of norms. We also consider functional laws for the increments of Kiefer processes.

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Year of publication:	1998
Authors:	Menneteau, L.
Subject:	MATHEMATICS

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Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	C62 - Existence and Stability Conditions of Equilibrium
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780778