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.

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Year of publication:	1989
Authors:	Dehling, Herold
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 28.1989, 2, p. 177-189
Publisher:	Elsevier
Keywords:	von Mises Statistics U-statistics Functional Law of the Iterated Logarithm Multiple Wiener Integrals

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153244